Omotosho, Babatunde S.; Doguwa, Sani I. - In: CBN Journal of Applied Statistics 03 (2012) 2, pp. 51-74
The estimation of inflation volatility is important to Central Banks as it guides their policy initiatives for achieving and maintaining price stability. This paper employs three models from the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) family with a view to providing a...
