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A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network*
Yaya, OlaOluwa S.
;
Ogbonna, Ahamuefula Ephraim
; …
- In:
Oxford Bulletin of Economics and Statistics
83
(
2021
)
4
,
pp. 960-981
Persistent link: https://www.econbiz.de/10012538347
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2
Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin : Evidence based on fractional integration
Yaya, OlaOluwa S.
;
Ogbonna, Ahamuefula E.
;
Mudida, Robert
; …
- In:
International Journal of Finance & Economics
26
(
2020
)
1
,
pp. 1318-1335
Persistent link: https://www.econbiz.de/10012273177
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3
Mapping US presidential terms with S&P500 index : Time series analysis approach
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Yaya, OlaOluwa S.
; …
- In:
International Journal of Finance & Economics
26
(
2020
)
2
,
pp. 1938-1954
Persistent link: https://www.econbiz.de/10012273205
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4
Modelling cryptocurrency high–low prices using fractional cointegrating VAR
Yaya, OlaOluwa S.
;
Vo Xuan Vinh
;
Ogbonna, Ahamuefula Ephraim
- In:
International Journal of Finance & Economics
27
(
2020
)
1
,
pp. 489-505
Persistent link: https://www.econbiz.de/10012407016
Saved in:
5
Modelling cryptocurrency high-low prices using fractional cointegrating VAR
Yaya, OlaOluwa S.
;
Vo Xuan Vinh
;
Ogbonna, Ahamuefula E.
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 489-505
Persistent link: https://www.econbiz.de/10012814609
Saved in:
6
Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries
Yaya, OlaOluwa S.
;
Olayinka, Hammed A.
;
Ogbonna, …
- In:
Economic change & restructuring
57
(
2024
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10015044838
Saved in:
7
Stock‐induced Google trends and the predictability of sectoral stock returns
Salisu, Afees A.
;
Ogbonna, Ahamuefula E.
;
Adediran, Idris
- In:
Journal of Forecasting
40
(
2020
)
2
,
pp. 327-345
Persistent link: https://www.econbiz.de/10012272998
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8
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : Evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International Journal of Finance & Economics
27
(
2020
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012273378
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9
Point and density forecasting of macroeconomic and financial uncertainties of the USA
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
Journal of Forecasting
40
(
2020
)
4
,
pp. 700-707
Persistent link: https://www.econbiz.de/10012406765
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10
Uncertainty and predictability of real housing returns in the United Kingdom : a regional analysis
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
; …
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1525-1556
Persistent link: https://www.econbiz.de/10013465713
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