A. SUBMITTED MANUSCRIPTS
1. Akinlawon, O.J. and Adebanji, A.O: “Obtaining an Optimum order of an Autoregressive Integrated Moving Average, ARIMA (p,d,q) Model for Modelling Rainfall Occurrence” (Submitted to International Journal of Ecological Statistics).
2. Akinlawon, O.J. and Adebanji, A.O: “Generalized Autoregressive Conditional Heteroscedastic (GARCH) Models For Modeling The Volatility Of Stock Prices” (Submitted to Bullentin of Economics and Statistics)
3. Akinlawon, O.J., Adebanji, A.O. and Asiribo, O.E.: “Testing the accuracy of the Generalized Autoregressive Conditional Heteroscedastic (Garch) Model in Forecasting Stock Prices.” (Submitted to Data Science Journal).
4. Akinlawon, O.J., Asiribo, O.E. and Adebanji, A.O.: “Fat-Tail Distribution for Reducing the Excess Kurtosis Displayed by the Residuals of the GARCH Model” (Submitted to Asset International Journal)
Last Updated on April 12, 2019 by admin