Discussion on: Robust Forecasting under Conditional Heteroskedasticity: Evidence from ARMA–GARCH and Smooth Transition GARCH Models

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Article Title
Robust Forecasting under Conditional Heteroskedasticity: Evidence from ARMA–GARCH and Smooth Transition GARCH Models
Authored by

Akintunde Mutairu Oyewale
Department of Statistics, Federal University of Agriculture, Abeokuta, Ogun State, Nigeria.

DOI or Article Link

https://doi.org/10.9734/ajpas/2026/v28i7926

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