| Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets MT Ismail, B Audu, MM Tumala The Journal of Finance and Data Science 2 (2), 125-135, 2016 | 22 | 2016 |
| Comparison of forecasting performance between MODWT-GARCH (1, 1) and MODWT-EGARCH (1, 1) models: Evidence from African stock markets MT Ismail, B Audu, MM Tumala The journal of finance and Data Science 2 (4), 254-264, 2016 | 17 | 2016 |
| Investor’s Optimal Strategy with and Without Transaction Cost Under Ornstein-Uhlenbeck and Constant Elasticity of Variance (CEV) Models via Exponential Utility Maximization SA Ihedioha, NT Danat, A Buba Pure and Applied Mathematics Journal 9 (3), 55-63, 2020 | 6 | 2020 |
| The linear GARCH modelling of Nigerian stock prices MT Ismail, B Audu, MM Tumala, E Manga Journal of Computer Science & Computational Mathematics 5 (3), 55-59, 2015 | 2 | 2015 |
| Markov Chain Model of Monthly Inflation in Nigeria ZS Stephen, OA Kosemoni, ND Wazamari, SM Abdullahi, EC Ngome, ... | 1 | 2019 |
| Forecasting stock market volatility using wavelet transformation algorithm of garch model B AUDU Ph. D. dissertation, Universiti Sains Malaysia, Malysia, 2017 | 1 | 2017 |
| The Impact of COVID-19 on Nigeria Consumer Price Index (CPI) AA Agboluaje, I Akeyede, B Audu, B Maijamaa, IE Etuk, E Joseph Journal of Science and Technology Research 3 (3), 2021 | | 2021 |
