Browsing All of EconStor by Author Yaya, OlaOluwa S.
Showing results 1 to 9 of 9
Year of Publication | Title | Author(s) |
2013 | Nigerian Stock Index: A search for optimal GARCH model using high frequency data | Yaya, OlaOluwa S. |
2015 | GDP per capita in Africa before the global financial crisis: Persistence, mean reversion and long memory features | Gil-Alana, Luis A.; Yaya, OlaOluwa S.; Shittu, Olanrewaju I. |
2015 | Estimating bull and bear betas for the Nigerian stock market using logistic smooth threshold model | Tumala, Mohammed M.; Yaya, OlaOluwa S. |
2015 | Long memory, seasonality and time trends in the average monthly rainfall in major cities of Nigeria | Yaya, OlaOluwa S.; Gil-AlaƱa, Luis A.; Akomolafe, Abayomi A. |
2016 | Volatility in the Nigerian Stock Market: Empirical application of Beta-t-GARCH variants | Yaya, OlaOluwa S.; Bada, Abiodun S.; Atoi, Ngozi V. |
2016 | Modelling Nigerian banks' share prices using smooth transition GARCH models | Yaya, OlaOluwa S.; Akinlana, Damola M.; Shittu, Olanrewaju I. |
2018 | ANOTHER LOOK AT THE STATIONARITY OF INFLATION RATES IN OECD COUNTRIES: APPLICATION OF STRUCTURAL BREAK-GARCH-BASED UNIT ROOT TESTS | Yaya, OlaOluwa S. |
2021 | Life expectancy in West African countries: Evidence of convergence and catching up with the north | Yaya, OlaOluwa S.; Otekunrin, Oluwaseun A.; Ogbonna, Ahamuefula E. |
2024 | Testing for Persistence in German Green and Brown Stock Market Indices | Caporale, Guglielmo Maria; Gil-Alana, Luis Alberiko; Solarin, Sakiru A.; Yaya, OlaOluwa S. |