Long Memory And Asymmetric Effects In Extreme Volatility Forecasting: A Comparative Analysis Of ARIMA-FIGARCH And ARIMA-GJR-GARCH Models

Zenodo (CERN European Organization for Nuclear Research) 2026 Open access

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Authors: Muhammad Bello; Kefas Reuben; Nuruddeeen Hassan Danrimi & Mangwe Dazam Audu Geoffrey Nanjwan Daban; M. U. Bawa; Prof. S. C. Nwaosu; IMAM
DOI: 10.5281/zenodo.18579677
Cited by: 0

Fields of Study & Subjects

Financial Risk and Volatility Modeling Stock Market Forecasting Methods Complex Systems and Time Series Analysis

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
10 February 2026
Language
EN