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Publications by Akintunde Mutairu Oyewale

Measuring the Forecast Performance of GARCH and Bilinear-Garch Models in Time Series Data

American Journal of Applied Mathematics

English

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Data Cloning Estimation of GARCH and COGARCH Models

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Composite Likelihood for Bilinear GARCH Model

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Measuring Spot Variance Spillovers When (Co)variances Are Time-Varying - The Case of Multivariate GARCH Models

Oxford Bulletin of Economics and Statistics

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Sample and Implied Volatility in GARCH Models

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Efficient Estimation in Semiparametric GARCH Models

SSRN Electronic Journal

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Semiparametric Estimation of Multivariate GARCH Models

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On the Forecasting Accuracy of Multivariate GARCH Models

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Asymptotics for Parametric GARCH-in-Mean Models

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Option Pricing Under Sign RCA-GARCH Models

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