D. K. Shangodoyin

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The challenges and profound opportunities of Information and Communication Technology (ICT) are quite unique and unparallel in the world history. It is happening at an extremely fast pace; impacting all corners of the globe; ubiquitous in effect; unlimited by any natural laws or rules; multidirectional in revolution; insatiable in demand; its report is(More)
To date in literature, GARCH model has been described not suitable for non-linear foreign exchange series and therefore this paper proposes an Augmented GARCH model that could capture both linear and non-linear behavior of data. The properties of this new model is derived and found to have a minimum variance compared with GARCH model. We employ the use of(More)
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