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Author

I. Lekara-Bayo

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Open access Aug 2026

Forecasting Efficacy of Hybrid ARFIMA-FIGARCH Model: An Application to Returns and Volatility of the Nigerian All Share Index

This study investigates the forecasting efficacy of a hybrid AFIMA-FIGARCH model within a fractional integration framework for capturing dual long-memory dynamics: persistence in both returns (conditional mean) and volatility (conditional variance) of the Nigerian All Share Index (ASI) using daily data spanning from Ja...

Joseph Elekhekhatse Alemho, Z. D. Deebom, I. Lekara-Bayo · 0 citations

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