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Sankore

Named after the University of Sankore in Timbuktu — one of the world’s oldest centres of learning. Every figure here is computed from work-level records in our own graph, never copied from a source’s summary count.

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Coverage is partial and says so. A country appears with its research output only once its works have been swept; until then the portal shows whatever the graph happens to hold for it and labels it as exactly that.

Assessing the impact of volatility, asymmetry, and directional effects of holidays on Nigerian and Chinese stock exchange price returns using Prophet and APARCH models under variant distributions of innovations

2025Journal of Statistical Sciences and Computational IntelligenceJournalOpen access

10.64497/jssci.73 Full text0 citations

Authors

4 authors across 3 institutions in 1 country.

U. AbdulazizFirst author
- Ahmadu Bello University (NG)
T. Musa
- Ahmadu Bello University (NG)
T. Musa
- Ahmadu Bello University (NG)
N. GarbaSenior author
- Sokoto State University (NG)

Fields

Assignment is probabilistic — a work belongs to several fields in proportions.

Financial Risk and Volatility Modelinglevel 3 · 1.00
Market Dynamics and Volatilitylevel 3 · 1.00
Financial Markets and Investment Strategieslevel 3 · 0.98

Sources

Several sources describing one work is the point — it means the record rests on more than one authority.

openalexseen September 9, 2026
2025 · Journal of Statistical Sciences and Computational Intelligence · 0 citations
https://openalex.org/W4413486855

Assessing the impact of volatility, asymmetry, and directional effects of holidays on Nigerian and Chinese stock exchange price returns using Prophet and APARCH models under variant distributions of innovations · Sankore