Osho GS, Oloyede B. A Generalized Autoregressive Conditional Heteroscedasticity GARCH for Forecasting and Modeling Crude Oil Price Volatility. JABE [Internet]. 2024 Nov. 30 [cited 2024 Dec. 22];26(6). Available from: https://articlegateway.com/index.php/JABE/article/view/7385