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Publications by Ayokunle Anthony Osuntuyi

Markov Switching GARCH Models for Bayesian Hedging on Energy Futures Markets

SSRN Electronic Journal

English

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Long Memory With Markov-Switching GARCH

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Volatility Model Choice for Sub-Saharan Frontier Equity Markets - A Markov Regime Switching Bayesian Approach

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The Efficacy of Financial Futures as a Hedging Tool in Electricity Markets

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