D. K. Shangodoyin

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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)
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)
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