Items where Author is "Audu, Buba "

Article

Ismail, Mohd Tahir and Audu, Buba and Tumala, Mohammed Musa (2016) Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets. Journal of Finance and Data Science, 2 (2). pp. 125-135. ISSN 2405-9188

Ismail, Mohd Tahir and Audu, Buba and Tumala, Mohammed Musa (2016) Comparison of forecasting performance between MODWT-GARCH(1,1) and MODWT-EGARCH(1,1) models: Evidence from African stock markets. Journal of Finance and Data Science, 2. pp. 254-264. ISSN 2405-9188

Thesis

Audu, Buba (2017) Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model. PhD thesis, Universiti Sains Malaysia.