Osho GS, Oloyede B. A Generalized Autoregressive Conditional Heteroscedasticity GARCH for Forecasting and Modeling Crude Oil Price Volatility. JABE [Internet]. 2024 Nov. 30 [cited 2025 Jan. 18];26(6). Available from: https://mail.articlegateway.com/index.php/JABE/article/view/7385