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Dr Ngozi Godfrey Emenogu
Dr Ngozi Godfrey Emenogu
Lecturer at Federal Polytechnic, Bida, Nigeria
Verified email at fedpolybida.edu.ng
Title
Cited by
Cited by
Year
On the volatility of daily stock returns of Total Nigeria Plc: evidence from GARCH models, value-at-risk and backtesting
NG Emenogu, MO Adenomon, NO Nweze
Financial Innovation 6 (1), 18, 2020
492020
Modeling and forecasting daily stock returns of Guaranty Trust Bank Nigeria Plc using ARMA-GARCH models, persistence, half-life volatility and backtesting
NG Emenogu, MO Adenomon, NO Nwaze
Science World Journal 14 (3), 1-22, 2019
92019
The effect of high positive autocorrelation on the performance of GARCH family models
NG Emenogu, MO Adenomon
Preprints, 2018
72018
On the volatility of daily stock returns of Total Nigeria Plc: evidence from GARCH models, value-at-risk and backtesting. Financ Innov 6: 18
NG Emenogu, MO Adenomon, NO Nweze
62020
On the performance of GARCH family models using the root mean square error and the mean absolute error
NG Emenogu, MO Adenomon, NO Nweze
Benin Journal of Statistics (BJS) 1 (1), 45-60, 2018
32018
Double-Edged Sword of Global Financial Crisis and COVID-19 Pandemic on Crude Oil Stock Returns
MO Adenomon, NG Emenogu
Preprints, 2020
22020
Robustness of GARCH family models to high positive autocorrelation
NG Emenogu, MO Adenomon
J. Niger. Stat. Assoc 32, 13-28, 2020
12020
On the Volatility of Daily Stock Returns of Total Petroleum Company of Nigeria: Evidence from GARCH Models, Value-at-Risk and Backtesting
NG Emenogu, MO Adenomon, NN Obinna
Preprints, 2018
12018
The Impact of Global Financial Crisis and COVID-19 Pandemic on Crude Oil Futures Returns
MO Adenomon, NG Emenogu, RA Idowu
European Journal of Statistics 3, 5-5, 2023
2023
On the Performance of Garch Family Models in the Presence of Additive Outliers
MO Adenomon, NG Emenogu, NN Obinna
Preprints, 2018
2018
Design and Analysis of Experiments with Examples in R
NG Emenogu, MO Adenomon
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