ARTICLES
2025
Market Fear Forecastability: The Role of Policy Uncertainty and Geopolitical Risks. Applied Economics. https://doi.org/10.1080/00036846.2025.2504192
Analysis of persistence in obesity and severe obesity rates: short-term versus long-term interventions in 38 OECD countries. Discover Public Health. Discover Public Health, 22, 268. https://doi.org/10.1186/s12982-025-00666-8
US Gasoline prices: a dynamic persistence analysis under COVID-19 and Russia-Ukraine War. Energy Research Letters. Ripple effects of the US-China tension on Asian Emerging and Frontier Markets with Portfolio Implications. Studies in Nonlinear Dynamics and Econometrics. https://doi.org/10.1515/snde-2024-0116
Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commodities. Resources Policy. https://doi.org/10.1016/j.resourpol.2025.105527
Spatial analysis and time regression of multifactorial violence-related death and its connection with public health in Nigeria. Applied Spatial Analysis and Policy. https://doi.org/10.1007/s12061-025-09642-w
Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break. Applied Economics. https://doi.org/10.1080/00036846.2024.2448610
Model-free and Model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations. Quality and Quantity International Journal of Methodology. https://doi.org/10.1007/s11135-024-02038-x
Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: Quantile connectedness analysis with intraday data. SN Business and Economics, 5(5): 1-30. https://doi.org/10.1007/s43546-024-00770-y
2024
Infectious Diseases in Nigeria Using Topic Modelling: A Systematic Review. Journal of Advances in Mathematics and Computer Science, 39(11): 59-75. https://journaljamcs.com/index.php/JAMCS/article/view/1939
Rural and Urban price inflation components in Nigeria: Persistence, Connectedness and Spillovers (August 14, 2024). Available at SSRN: https://ssrn.com/abstract=4956280
How do leading stock markets in America and Europe connect with Asian stock markets? an analysis of Quantile Dynamic Connectedness. Quantitative Finance and Economics, 8(3): 502-531. https://www.aimspress.com/article/doi/10.3934/QFE.2024019?viewType=HTML
Testing for persistence in German green and brown stock prices. CESifo Working Paper No. 11207.
Re-validating the Phillips Curve Hypothesis in Africa and the Role of Oil Prices: A Mixed-Frequency Approach. Energy, 303, 131862. https://doi.org/10.1016/j.energy.2024.131862
Big Data and Machine Learning Tools for Monetary Policy. Stirling - Horden Publishers, Ibadan, Nigeria. ISBN: 978-978-032-953-2.
Stock market prices and dividends in the US: Bubbles or Long-run equilibrium relationships. International Review of Financial Analysis, 94, 103319. https://doi.org/10.1016/j.irfa.2024.103319
Growth slowdowns and the middle-income trap: Evidence-based on new Unit root framework. The Singapore Economic Review, 69(1): 461-477. https://doi.org/10.1142/S0217590820500083.
Testing Day-of-the-week persistence and seasonality in Spanish Electricity Energy prices. Energy Research Letters, 5(1). https://doi.org/10.46557/001c.36619.
Dynamic connectedness of Economic Policy Uncertainty in G7 countries and the influence of the US and UK: Quantile VAR analysis. Economic change and Restructuring, 57(2), 76. https://doi.org/10.1007/s10644-024-09658-1 Download R code and data
African Stock Markets’ connectedness: Quantile VAR Approach. Modern Finance, 2(1): 51-68. https://doi.org/10.61351/mf.v2i1.70
Market efficiency of Asian stocks: Evidence based on Narayan-Liu-Westerlund’s GARCH-based Unit root test. International Journal of Finance and Economics, 29(1): 91-101. https://doi.org/10.1002/ijfe.2676
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis. Empirical Economics, https://doi.org/10.1007/s00181-023-02540-5
2023
Long memory cointegration and Dynamic Connectedness of Volatility in US dollar Exchange rates, with FOREX portfolio investment strategy. Quantitative Finance and Economics, 7(4), 646-664. https://www.aimspress.com/article/doi/10.3934/QFE.2023031
Long memory cointegration in the analysis of maximum, minimum and range temperatures in Africa: Implications for Climate change. Atmosphere, 14(8), 1299.
Impact analysis of COVID-19 on Nigerian workers’ productivity using multiple correspondence analysis An investigation into the relationship between sugarcane and grain prices in Brazil: a fractional cointegration approach. Scientific African, 21, e01780.
An investigation into the relationship between sugarcane and grain prices in Brazil: a fractional cointegration approach. Biofuels, Bioproducts and Biorefining, 17(5): 1251-1260. https://doi.org/10.1002/bbb.2518
Stock market responses to COVID-19: The behaviors of mean reversion, dependence and persistence. Heliyon, 7, e15084. https://doi.org/10.1016/j.heliyon.2023.e15084
Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management. Resources Policy, 81, 103339. https://doi.org/10.1016/j.resourpol.2023.103339
Tail risk dependence, comovement and predictability between green bond and green stocks. Applied Economics, 55(2): 201-222. https://doi.org/10.1080/00036846.2022.2085869
Market Efficiency and Volatility Persistence of Green Investments Before and During the COVID-19 Pandemic. Asian Economics Letters, 4 (Early View). https://doi.org/10.46557/001c.53107
Household expenditure in Africa: Evidence of mean reversion. Statistics in Transition new series, Portugal.
2022
Caporale, G. M., Gil-Alana, L. A. and Yaya, O. S. (2022). Modeling persistence and non-linearities in the US treasury 10-year bond yields. Economics Bulletin, 42(3): 1221-1229.
Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses. Resources Policy, 79, 103036. https://doi.org/10.1016/j.resourpol.2022.103036
Persistence and volatility spillovers of Bitcoin price to gold and silver prices. Resources Policy. Resources Policy 79, 103011. https://doi.org/10.1016/j.resourpol.2022.103011
Explainable features responsible for the high or low spread of SARS-COV-2: Africa in View. Scientific African. https://doi.org/10.1016/j.sciaf.2022.e01301
Oil shocks and volatility of green investments: GARCH-MIDAS analyses. Resources Policy, 78, 102789.
https://doi.org/10.1016/j.resourpol.2022.102789
Testing Unemployment Hysteresis in European countries: Argument based on three-generation Unit root tests. Available at SSRN: https://ssrn.com/abstract=4158893
Does oil connect differently with prominent assets during war? Evidence from intra-day data during the Russia-Ukraine saga. Resources Policy, Volume 77, 102728. https://www.sciencedirect.com/science/article/abs/pii/S0301420722001763?via%3Dihub
Growth and growth disparities in Africa: Are differences in renewable energy use, technological advancement, and institutional reforms responsible? Structural Change and Economic Dynamics, 61: 265-277. https://doi.org/10.1016/j.strueco.2022.02.020
Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR. International Journal of Finance and Economics, 27: 489–505. https://onlinelibrary.wiley.com/doi/epdf/10.1002/ijfe.2164
Will she likely catch up with any of the 18 countries ahead of her, and when? Available at SSRN: http://ssrn.com/abstract=4158891
Testing Fractional integration in Time series with Artificial Neural Network nonlinearity. Available at SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4158880
2021
Is there convergence between BRICS Listed Property Stocks and International REITs? Journal of Real Estate Portfolio Management, 27:1, 29-42. https://www.tandfonline.com/doi/full/10.1080/10835547.2021.1967675
Energy pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm. Intelligent Systems with Applications, 12 (200050): 1-10. https://doi.org/10.1016/j.iswa.2021.200050
How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses. Resources Policy, Volume 74, December 2021, 102273. Elsevier.
Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function. Middle East Development Journal, 13 (2), 318-334. https://www.tandfonline.com/doi/full/10.1080/17938120.2021.1958587
Gold and Silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach. Resources Policy, 72, August 2021, 102045. https://doi.org/10.1016/j.resourpol.2021.102045
Life Expectancy in West African countries: Evidence of Convergence and Catching up with the North. Statistics in Transition, 22(1): 75-88. https://www.exeley.com/statistics_in_transition/doi/10.21307/stattrans-2021-004
An Information-Based Index of Uncertainty and the predictability of Energy Prices. International Journal of Energy Research, 45(7): 10235-10249. https://onlinelibrary.wiley.com/doi/10.1002/er.6512
Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries. Available at SSRN: https://ssrn.com/abstract=3909628 or http://dx.doi.org/10.2139/ssrn.3909628
Modelling Nigerian exchange rates with asymmetric GARCH models. Estudios de Economia Aplicada, 2021, 39(2): 1–13.
A new unit root test for unemployment hysteresis based on the autoregressive neural network. Oxford Bulletin of Economics and Statistics, 83(4): 960-981. https://onlinelibrary.wiley.com/doi/abs/10.1111/obes.12422
Unemployment Hysteresis in Asian Countries: Findings Based on Flexible Fourier Form and Structural Break Unit Root Tests. Available at SSRN: https://ssrn.com/abstract=3909640 or http://dx.doi.org/10.2139/ssrn.3909640
Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions. Journal of Applied Statistics, 48 (13-15), 2542-2559. https://www.tandfonline.com/doi/abs/10.1080/02664763.2020.1757047?journalCode=cjas20
Mapping US Presidential terms with S&P500 Index: Time Series Analysis approach. International Journal of Finance and Economics, 26:1938–1954.
Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence-based on Fractional Integration. International Journal of Finance and Economics, 26: 1318–1335.
Economic Policy Uncertainty in G7 countries: Evidence of Long-range dependence and Cointegration. Economic Change and Restructuring, 54(2): 541-556.
Convergence among themselves and Middle-income trap of South-East Asian Nations: Findings from a New approach. Available at SSRN: https://ssrn.com/abstract=3909634 or http://dx.doi.org/10.2139/ssrn.3909634
2020
Air quality level in California US state: Persistence and Seasonality. Theoretical and Applied Climatology, 142: 1471–1479.
Modelling Long range dependence and Non-linearity in the Infant Mortality Rates of Africa countries. International Advances of Economic Research, 26 (3): 303–315.
Long memory and Time trends in Particulate Matter Pollution (PM2.5 and PM10) in the US States. Journal of Applied Meteorology and Climatology, 59 (8): 1351–1367.Statistical Analysis of Rainfall and Temperature (1901-2016) in South-East Asian Region. Theoretical and Applied Climatology, 142: 287–303.
Air Quality in London: Evidence of Persistence, Seasonality and Trends. Theoretical and Applied Climatology, 142: 103–115.
How do Stocks in BRICS co-move with Real Estate stocks? International Review of Economics and Finance, 69: 93–101.
The Persistence of Stock Market Returns During the Presidential Elections in Nigeria. Available at SSRN: https://ssrn.com/abstract=3565120 or http://dx.doi.org/10.2139/ssrn.3565120
Investigating Asian Regional Income Convergence using Fourier Unit Root test with Break. International Economics, 161: 120–129.
2019
How Persistent and Dynamic Inter-Dependent are pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash? Physica A, Statistical Mechanics and its Applications, Volume 531, 1 October 2019, 121732.
Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break. The Empirical Economics Review, 9(4): 309-325.
Maximum and Minimum Temperatures in South-Western Nigeria: Time trends, Seasonality and Persistence. Journal of Physics: Conference Series, Volume: 1299. 2019.
Hysteresis of Unemployment rate in Africa: New Findings from Fourier ADF test. Quality and Quantity International Journal of Methodology, 53(6): 2781-2795.
Under 5 Mortality Rates in G7 countries: Analysis of Fractional persistence, Structural Breaks and Nonlinear Time trends in the Time Series. European Journal of Population, 35(4): 675-694.
CPI inflation in Africa: Fractional persistence, Mean reversion and Nonlinearity. Statistics in Transition new series, 20(3): 119-132.
Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework. International Economics, 158: 51-63.
Assessing Market Efficiency and Volatility of Exchange rates in South Africa and United Kingdom: Analysis using Hurst exponent. Journal of Developing Areas, 53(1): 127-145.
Long range dependence, Nonlinear trend and Breaks in historical Sea-surface and Land-air-surface Global and Regional Temperature anomalies. Theoretical and Applied Climatology, 137: 177-185.
Time Series Analysis of Quarterly Rainfall and Temperature (1900-2012) in sub-Saharan African Countries. Theoretical and Applied Climatology, 137: 61-76.
2018
Is there Day-of-the-week effects in Returns and Volatility of Cryptocurrency? Journal of Science Research, 17: 77-80.
Median Realized Variation as a Robust Volatility Measure for estimating Heterogeneous Autoregressive model in the presence of Asymmetry, Jumps and Structural breaks. Nigerian Journal of Securities Market, 3(2): 12-28.
Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests. Statistics in Transition new series, 19(3): 477-492.
Super LED Lamps and Compact Fluorescent Lamps in the Management of Neonatal Jaundice. African Journal of Nursing and Midwifery, 20(2): 1-15.
Determinants of Desired and Actual Number of Children and the Risk of having more than Two Children in Ghana and Nigeria. African Journal of Applied Statistics, 5(2): 403-418. Togo.
Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach. Physica A, Statistical Mechanics and its Applications, 511: 251-262.
Time Series Analysis of the Behaviour of Import and Export of Agricultural and Non-Agricultural Goods in West Africa: A Case Study of Nigeria. Agris-Online Papers in Economics and Informatics, 10(2): 15-22.
Investigating Structural break-GARCH-based Unit root test in US exchange rates. Journal of Science Research, 16: 80-96. Nigeria.
2017
Socio-Demographic Correlates of Volunteerism among Undergraduate Students at North-West University, South Africa. South African Review of Sociology, 48(3): 21-45.
Oil Price-US Dollar Exchange Returns and Volatility Spillovers in OPEC Member Countries: Post Global Crisis Period’s Analysis. African Journal of Applied Statistics, 4(1): 191-208.
The Global Financial Crisis: Testing for Fractional Cointegration between US and Nigerian Stock Markets. The Journal of Developing Areas, 51(4): 29-47.
Time Series Analysis of Co-movements in the Prices of Gold and Oil: Fractional Cointegration Approach. Resources Policy, 53: 117-224. https://doi.org/10.1016/j.resourpol.2017.06.006
2016
Volatility persistence in Naira exchange rates returns: A pre- and post-global financial crisis. Journal of Science Research, 15: 49-58.
Modelling Nigerian banks’ share prices using Smooth Transition GARCH Models. CBN Journal of Applied Statistics, 7(2): 137-157.
Volatility in the Nigerian Stock Market: Empirical Application of Beta-t-GARCH Variants. CBN Journal of Applied Statistics, 7(2): 27-48.Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques. Applied Stochastic Models in Business and Industry, 32: 711-724 Wiley UK.
Time Series Analysis of Volatility in the Petroleum Markets: The Persistence, Asymmetry and Jumps in the Returns Series. OPEC Energy Review, 42(3): 235-262.
Volatility persistence and Returns spillovers between Oil and Gold Prices: Analysis before and after the global financial crisis. Resources Policy, 49: 273-281.
Symmetric variants of Logistic Smooth Transition Autoregressive models: Monte Carlo Evidences. Journal of Modern Applied Statistical Methods, 15(1): 711-737.
Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes. Energy, 109: 29-37.
2015
Yaya, O. S., Shittu, O. I. and Tumala, M. M. (2015). Comparing Predictive accuracy of Nonlinear Asymmetric Volatility Models: Evidence from the Nigerian Bank Share Prices. Journal of the Nigerian Statistical Association, 27: 1-17.
Long Memory, Seasonality and Time Trends in the Average Monthly Rainfall in Major cities of Nigeria. CBN Journal of Applied Statistics, 6(2): 39-58.
Testing Fractional Persistence and Non-linearities in the Natural Gas Market: An Application of Non-linear Deterministic Terms based on Chebyshev Polynomials in Time. Energy Economics, 52 (A): 240-245.
Estimating bull and bear betas for the Nigerian stock market: an application of logistic smooth transition model. CBN Journal of Applied Statistics, 6(1b): 263-284.
GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features. CBN Journal of Applied Statistics, 6(1b): 219-239.
Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application of High Frequency Stock Data. International Journal of Finance and Economics, 20(3): 276-290.
Fractional Integration and Structural Breaks in Banks Share Prices in Nigeria. Review of Development Finance, 5(1): 13-23.
Seasonal Fractional Integrated Time Series Models for Rainfall Data in Nigeria. Theoretical and Applied Climatology, 120 (1-2): 99-108.
Does Sunspot Numbers Cause Global Temperatures? Evidence from Frequency Domain Causality Test. Applied Economics, 47(8): 798-808.
2014
Naira Exchange Rate Volatility: Linear or Nonlinear GARCH Specifications? Journal of the Nigerian Statistical Association, 26: 78-87
Estimates and Forecasts of GARCH Model under Misspecified Probability Distributions: A Monte Carlo Simulation Approach. Journal of Modern Applied Statistical Methods Vol. 13(2): 479-492.
The Relationship between Oil Prices and the Nigerian Stock Market: An Analysis based on Fractional integration and cointegration. Energy Economics, 46: 328-333.
Specifying Asymmetric STAR models with Linear and Nonlinear GARCH Innovations: Monte Carlo Approach. Journal of Modern Applied Statistical Methods, 13(1): 410-430.
The Persistence and Asymmetric Volatility in the Nigerian Stocks Bull and Bear Markets. Economic Modelling, 38: 463-469.
Global Temperatures and Sunspot numbers. Are they related?. Physica A, Statistical Mechanics and its Applications, 396: 42–50 (Elsevier USA).
On the Persistence and Volatility in European, American and Asian Stocks Bull and Bear Markets. Journal of International Money and Finance 40: 149-162.
2013
Nigerian Stock Index: A Search for Optimal GARCH Model using High Frequency Data. CBN Journal of Applied Statistics, 4(2): 69-85.
Estimates of Bull and Bear parameters in Smooth Threshold Parameter Nonlinear Market model: A Comparative study between Nigerian and Foreign Stock Markets. European Journal of Business and Management, 5(7): 107-123.
Estimation of GARCH models for Nigerian Exchange Rates with Non-Gaussian Innovations. Journal of Economics and Sustainable Development, 4(3): 88-97. (USA)
2012
On the Convoluted Beta-Exponential Distribution. Journal of Modern Mathematics and Statistics, 6(3-6): 14-22.
Statistical Properties of Generalized Alternative Beta Distribution of the Second Kind. Journal of Mathematical Sciences, 23(3): 353-365.
On Structural Breaks and Nonstationary Fractional Integration in Time Series. European Journal of Business and Management, 4(5): 40-55.
Long memory, Structural breaks and Mean shifts in the Inflation rates in Nigeria. African Journal of Business Management, 6(3): 888-897.
2011
On the Autoregressive Fractional Unit Integrated Moving Average (ARFUIMA) Process. Journal of Sustainable Development in Africa, 13 (5): 225-232.
On Fractionally Integrated Logistic Smooth Transitions in Time Series. American Journal of Scientific and Industrial Research, 1(3): 439-447.
2010
Long Memory and Estimation of Memory Parameters: Nigerian and US Inflation Rates. International Journal of Physical Sciences, 2(3): 120-131. (Ghana)
On the Impact of Inflation and Exchange Rate on Conditional Stock Market Volatility: A Re-Assessment. American Journal of Scientific and Industrial Research, 1(2): 115-117.
2009
Comparison of the Efficiency of Estimation Techniques for Differencing Parameter of Fractional Integrated Time Series. Advances in Theoretical and Applied Mathematics, 4(1): 63–76.
Measuring Forecast Performance of ARMA and ARFIMA Models: An Application to US Dollar/UK Pound Foreign Exchange Rate. European Journal of Scientific Research, 32(2): 167-176.
Modelling Volatility of Stock returns on the Nigerian Stock Exchange. Global Journal of Mathematics and Statistics, 1(2): 87-94.
BOOKS & BOOK CHAPTERS
High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration approach. In Advances in Investment Analysis and Portfolio Management New series, volume 10, Chapter 1, pp 1-27. Edited by C.-F. Lee. https://www.amazon.com/Advances-Investment-Analysis-Portfolio-Management/dp/9866286762?asin=9866286762&revisionId=&format=4&depth=1
Compendium of Time Series Econometrics with Applications. 1st Edition. Ibadan University Printery, Ibadan, Nigeria.
Introduction to Time Series Modelling. 1st Edition. Fasco Publisher, Ibadan, Nigeria.
Big Data and Machine Learning tools for Monetary Policy. Stirling - Horden Publishers, Ibadan, Nigeria.
Practice Questions and Answers in Time Series Analysis. 2nd Edition. Fasco Publishers, Ibadan, Nigeria.
CONFERENCE PROCEEDINGS
Modelling Crude oil-Petroleum products’ price nexus using Dynamic Conditional Correlation GARCH models. Proceedings of the 12th Annual NAEE/IAEE Conference on Energy Efficiency and Access for Sustainable Development in Emerging Economies.
Is there Convergence between the BRICS and International Securitized Property Markets? Proceedings of the 18th African Real Estate Society (AfRES) Conference on Integrating the African Real Estate Market.
Development of New Information Criterion For Model Order Determination in Time Series Modeling. Proceeding of 1st International Conference of the Nigerian Statistical Society, volume 1, 78-82.
Modelling Nigerian Electricity Demand using Structural Time Series Approach. Proceedings of the 7th Annual NAEE/IAEE Conference on Energy Access for Economic Development: Policy, Institutional Frameworks and Strategic Options, edited by Adenikinju, A., Iwayemi, A. and Iledare, W. Chapter 37: 664-677.
On Misspecification of Exponential Transition Models with GARCH Error Terms: The Monte Carlo Evidence. In: Cameron M., et al. (Eds.). Bulletin of the International Statistical Institute Proceedings of the 58th World Statistical Congress 2011. Dublin, Ireland. Poster Spotlight Section CPS001: 5907-5912.
TEACHING MANUALS, TECHNICAL REPORTS AND MONOGRAPHS
Supervised and Unsupervised Topic Modelling in Political Online-Community Forum: Analysis of Forum Post trends in Nigerian Online Community Website. LAP Lambert Academic Publishers, AV Akademikerverlag GmbH & Co, Germany. ISBN978-620-0-09268-7. vii+92. https://www.amazon.com/Supervised-Unsupervised-Modelling-Political-Online/dp/6200092680
Forecasting and Determining the Predictors of Inflation in Nigeria: A Bayesian Model Averaging approach. A Technical Report Submitted to the Department of Statistics, Central Bank of Nigeria, Abuja. 78pp. Nigeria.
Estimating bull and bear betas for the Nigerian stock market: an application of logistic smooth transition model. A Technical Report Submitted to the Department of Statistics, Central Bank of Nigeria, Abuja. 28pp. Nigeria. https://www.cbn.gov.ng/out/2015/sd/estimating%20bull%20and%20bear%20betas%20for%20the%20nigerian%20stock%20market%20using%20logistic%20smooth%20threshold%20model.pdf
STA 331 Lecture Note: Statistical Computing III. 1st Edition. Published by Distance Learning Centre, University of Ibadan, Nigeria.