1. Yaya, O.S., D.D. Quintino, C.M. Ogino, O.I. Shittu, D.M.F. Almeida and P.J.S. Ferreira, 2025. Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: Quantile connectedness analysis with intraday data. SN Bus. Econ., Vol. 5. 10.1007/s43546-024-00770-y.
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2. Yaya, O.S., O.B. Adekoya, X.V. Vo and M.A.S. Al-Faryan, 2024. Stock market efficiency in Asia: Evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test. Int. J. Finance Econ., 29: 91-101.
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3. Yaya, O.S., H.A. Olayinka, A.E. Ogbonna, M.A.S. Al-Faryan and X.V. Vo, 2024. Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries. Econ. Change Restructuring, Vol. 57. 10.1007/s10644-024-09658-1.
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4. Yaya, O., O. Adenikinju and H.A. Olayinka, 2024. African stock markets’ connectedness: Quantile VAR approach. Mod. Finance, 2: 51-68.
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5. Ogbonna, A.E., M. Farag, O.J. Akintande, O.S. Yaya and O.E. Olubusoye, 2024. Re-validating the Phillips curve hypothesis in Africa and the role of oil prices: A mixed-frequency approach. Energy, Vol. 303. 10.1016/j.energy.2024.131862.
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6. Gil-Alana, L.A., O.S. Yaya, O.A. Adesina and X.V. Vo, 2024. Model-free and model-based connectedness in highly, medium and lowly correlated financial returns: Analyses of OECD inflations. Qual. Quant., 10.1007/s11135-024-02038-x.
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7. Furuoka, F., L.A. Gil-Alana, O.S. Yaya, E. Aruchunan and A.E. Ogbonna, 2024. A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis. Empirical Econ., 66: 2471-2499.
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8. Dettoni, R., L.A. Gil-Alana and O.S. Yaya, 2024. Stock market prices and Dividends in the US: Bubbles or long-run equilibria relationships? Int. Rev. Financ. Anal., Vol. 94. 10.1016/j.irfa.2024.103319.
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9. Tiwari, A.K., E.J.A. Abakah, O.S. Yaya and K.O. Appiah, 2023. Tail risk dependence, co-movement and predictability between green bond and green stocks. Appl. Econ., 55: 201-222.
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10. Quintino, D.D., O.S. Yaya, C. Ogino and P. Ferreira, 2023. An investigation into the relationship between sugarcane and grain prices in Brazil: A fractional cointegration approach. Biofuels Bioprod. Bioref., 17: 1251-1260.
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11. Furuoka, F., O.S. Yaya, P.K. Ling, M.A.S. Al-Faryan and M.N. Islam, 2023. Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management. Resour. Policy, Vol. 81. 10.1016/j.resourpol.2023.103339.
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12. Coskun, Y., O. Akinsomi, L.A. Gil-Alana and O.S. Yaya, 2023. Stock market responses to COVID-19: The behaviors of mean reversion, dependence and persistence. Heliyon, Vol. 9. 10.1016/j.heliyon.2023.e15084.
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13. Ajao, I.O., H.A. Olayinka, M.A. Olugbode, O.S. Yaya and O.I. Shittu, 2023. Long memory cointegration and dynamic connectedness of volatility in US dollar exchange rates, with FOREX portfolio investment strategy. Quant. Finance Econ., 7: 646-664.
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14. Yaya, O.S., A.F. Lukman and X.V. Vo, 2022. Persistence and volatility spillovers of bitcoin price to gold and silver prices. Resour. Policy, Vol. 79. 10.1016/j.resourpol.2022.103011.
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15. Yaya, O.S., A.E. Ogbonna, O.A. Adesina, K.A. Alobaloke and X.V. Vo, 2022. Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses. Resour. Policy, Vol. 79. 10.1016/j.resourpol.2022.103036.
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16. Yaya, O.S., A.E. Ogbonna and X.V. Vo, 2022. Oil shocks and volatility of green investments: GARCH-MIDAS analyses. Resour. Policy, Vol. 78. 10.1016/j.resourpol.2022.102789.
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17. Yaya, O., 2022. Testing day-of-the-week persistence and seasonality in Spanish electricity energy prices. Energy Res. Lett., Vol. 4. 10.46557/001c.36619.
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18. Akintande, O.J., O.E. Olubusoye, O.S. Yaya and A.O. Abiodun, 2022. Explainable features responsible for the high or low spread of SARS-CoV-2: Africa in view. Sci. Afr., Vol. 17. 10.1016/j.sciaf.2022.e01301.
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19. Adekoya, O.B., O.S. Yaya, J.A. Oliyide and S.M.A. Posu, 2022. Growth and growth disparities in Africa: Are differences in renewable energy use, technological advancement, and institutional reforms responsible? Struct. Change Econ. Dyn., 61: 265-277.
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20. Adekoya, O.B., J.A. Oliyide, O.S. Yaya and M.A.S. Al-Faryan, 2022. Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga. Resour. Policy, Vol. 77. 10.1016/j.resourpol.2022.102728.
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21. Yaya, O.S., X.V. Vo and H.A. Olayinka, 2021. Gold and silver prices, their stocks and market fear gauges: testing fractional cointegration using a robust approach. Resour. Policy, Vol. 72. 10.1016/j.resourpol.2021.102045.
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22. Yaya, O.S., O.A. Otekunrin and A.E. Ogbonna, 2021. Life expectancy in west African countries: evidence of convergence and catching up with the north. Stat. Transition New Ser., 22: 75-88.
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23. Yaya, O.S., L.A. Gil-Alana, O.B. Adekoya and X.V. Vo, 2021. How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses. Resour. Policy, Vol. 74. 10.1016/j.resourpol.2021.102273.
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24. Yaya, O.S., A.E. Ogbonna, F. Furuoka and L.A. Gil‐Alana, 2021. A new unit root test for unemployment hysteresis based on the autoregressive neural network. Oxford Bull. Econ. Stat., 83: 960-981.
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25. Oluwadare, O.O., A.A. Adepoju and O.S. Yaya, 2021. Modelling Nigerian exchange rates with asymmetric garch models. Stud. Applied Econ., Vol. 39. 10.25115/eea.v39i2.2945.
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26. Olubusoye, O.E., O.J. Akintande, O.S. Yaya, A.E. Ogbonna and A.F. Adenikinju, 2021. Energy pricing during the COVID-19 pandemic: Predictive information-based uncertainty indexes with machine learning algorithm. Intell. Syst. Appl., Vol. 12. 10.1016/j.iswa.2021.200050.
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27. Olubusoye, O.E., A.E. Ogbonna, O.S. Yaya and D. Umolo, 2021. An information‐based index of uncertainty and the predictability of energy prices. Int. J. Energy Res., 45: 10235-10249.
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28. Gil-Alana, L.A., R. Mudida and O.S. Yaya et al., 2021. Mapping us presidential terms with S&P 500 index: time series analysis approach.
    Int. J. Finance Econ., 26: 1938-1954.
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29. Awolaja, O.G., O.S. Yaya, A.E. Ogbonna, S.O. Joseph and X.V. Vo, 2021. Unemployment hysteresis in middle east and north Africa countries: panel sur-based unit root test with a fourier function. Middle East Dev. J., 10.1080/17938120.2021.1958587.
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30. Akinsomi, O., Y. Coskun, L.A. Gil-Alana and O.S. Yaya, 2021. Is there convergence between BRICS listed property stocks and international reits? J. Real Estate Portfolio Manage., 27: 29-42.
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31. Adejumo, P., I. Ojo and M. Abiona et al., 2021. Final year nursing students’ knowledge of genomic concepts and readiness for use in practice in selected federal institutions in southwest Nigeria.
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32. Yaya, O.S., X.V. Vo, A.E. Ogbonna and A.O. Adewuyi, 2020. Modelling cryptocurrency high–low prices using fractional cointegrating var. Int. J. Finance Econ., 10.1002/ijfe.2164.
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33. Yaya, O.S., O.G. Awolaja, I.M. Okedina and X.V. Vo, 2020. Air quality level in california us state: persistence and seasonality. Theor. Applied Climatol., 142: 1471-1479.
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34. Yaya, O.S., N. Abu and T.P. Ogundunmade, 2020. Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration. Econ. Change Restructuring, 54: 541-556.
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35. Yaya, O.S., F. Furuoka, K.L. Pui, R.I. Jacob and C.M. Ezeoke, 2020. Investigating asian regional income convergence using fourier unit root test with break. Int. Econ., 161: 120-129.
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36. Yaya, O.S., A.E. Ogbonna, R. Mudida and N. Abu, 2020. Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of bitcoin: evidence based on fractional integration. Int. J. Finance Econ., 26: 1318-1335.
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37. Yaya, O.S. and X.V. Vo, 2020. Statistical analysis of rainfall and temperature (1901–2016) in south-east asian countries. Theor. Applied Climatol., 142: 287-303.
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38. Yaya, O.S. and L.A. Gil-Alana, 2020. Modelling long-range dependence and non-linearity in the infant mortality rates of African countries. Int. Adv. Econ. Res., 26: 303-315.
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39. Gil-Alana, L.A., O.S. Yaya, O.G. Awolaja and L. Cristofaro, 2020. Long memory and time trends in particulate matter pollution (PM_2.5 and PM₁₀) in the 50 U.S. states. J. Applied Meteorol. Climatol., 59: 1351-1367.
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40. Gil-Alana, L.A., O.S. Yaya, O. Akinsomi and Y. Coskun, 2020. How do stocks in brics co-move with real estate stocks? Int. Rev. Econ. Finance, 69: 93-101.
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41. Gil-Alana, L.A., O.S. Yaya and N. Carmona-GonzÌlez, 2020. Air quality in london: evidence of persistence, seasonality and trends. Theor. Applied Climatol., 142: 103-115.
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42. Gil-Alana, L.A. and O.S. Yaya, 2020. Testing fractional unit roots with non-linear smooth break approximations using fourier functions. J. Applied Stat., 48: 2542-2559.
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43. Furuoka, F., K.L. Pui, C. Ezeoke, R.I. Jacob and O.S. Yaya, 2020. Growth slowdowns and middle-income trap: evidence from new unit root framework. Singapore Econ. Rev., 10.1142/s0217590820500083.
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44. Babatunde, O.T., O.S. Yaya and A.V. Oladugba, 2020. Investigating the specification of the distributional assumption of the innovations of generalized autoregressive score model with its variants. Int. J. Appl. Math. Stat., 59: 118-128.
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45. Yaya, O.S., P.K. Ling, F. Furuoka, C.M.R. Ezeoke and R.I. Jacob, 2019. Can western african countries catch up with nigeria? evidence from smooth nonlinearity method in fractional unit root framework. Int. Econ., /10.1016/j.inteco.2019.02.004.
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46. Yaya, O.S., L.A. Gil-Alana and A.Y. Amoateng, 2019. Under 5 mortality rates in G7 countries: analysis of fractional persistence, structural breaks and nonlinear time trends. Eur. J. Popul., 35: 1-20.
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47. Yaya, O.S., L. Saka and O.B. Akanbi, 2019. Assessing market efficiency and volatility of exchange rates in South Africa and United Kingdom: Analysis using Hurst exponent. J. Dev. Areas, 53: 127-145.
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48. Yaya, O.S., A.E. Ogbonna and N.V. Atoi, 2019. Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on fourier nonlinear unit root tests with break. J. Empirical Rev., Vol. 9 .
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49. Yaya, O.S. and O.J. Akintande, 2019. Investigating long range dependence, nonlinear trend and breaks in historical sea-surface and land-air-surface global and regional temperature anomalies. Theor. Appl. Climatol., 136: 1-9.
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50. Gil-Alana, L.A., O.S. Yaya and A.F. Fagbamigbe, 2019. Time series analysis of quarterly rainfall and temperature (1900-2012) in sub-saharan african countries. Theor. Appl. Climatol., 4: 1-16.
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51. Babatunde, O.T., O.S. Yaya and D.M. Akinlana, 2019. Misspecification of generalized autoregressive score models: Monte carlo simulations and applications. Int. J. Math. Trends Technol., 65: 72-80.
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52. Yaya, O.S., O.I. Shittu, F.J. Ayoola and O.G. Olutayo, 2018. Median realized variation as a robust volatility measure for estimating heterogeneous autoregressive model in the presence of asymmetry, jumps and structural breaks. Niger. J. Securities Market, 3: 12-28.
53. Yaya, O.S., O.D. Osanyintupin and O.J. Akintande, 2018. Determinants of desired and actual number of children and the risk of having more than two children in Ghana and Nigeria. Afr. J. Applied Stat., 5: 403-418.
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54. Yaya, O.S., L.A. Gil-Alana and A.Y. Amoateng, 2018. Under-5 mortality rates in G7 countries: Analysis of fractional persistence, structural breaks and nonlinear time trends. Eur. J. Popul., (In Press). 10.1007/s10680-018-9499-8.
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55. Yaya, O.S., 2018. Another look at the stationarity of inflation rates in OECD countries: Application of structural break-GARCH-based unit root tests. Stat. Transit. New Ser., 19: 477-492.
56. Yaya, O.S. and O.J. Akintande, 2018. Long-range dependence, nonlinear trend, and breaks in historical sea surface and land air surface global and regional temperature anomalies. Theoret. Applied Climatol., (In Press). 10.1007/s00704-018-2592-4.
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57. Tumala, M.M., O.E. Olubusoye, B.N. Yaaba, O.S. Yaya and O.B. Akanbi, 2018. Investigating predictors of inflation in Nigeria: BMA and WALS techniques. Afr. J. Applied Stat., 5: 301-321.
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58. Shittu, O.I., A. Oyinloye and O.S. Yaya, 2018. Autoregressive time series modeling with asymmetric error innovations. Trans. Niger. Assoc. Math. Phys., 6: 190-199.
59. Onianwa, P.O., I.O. Adubi, T.O. Alonge, A.J. Otegbayo and O.S. Yaya et al., 2018. Super LED lamps and compact fluorescent lamps in the management of neonatal jaundice. Afr. J. Nurs. Midwifery, Vol. 20, No. 2. 10.25159/2520-5293/3657.
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60. Gil-Alana, L.A., R. Gupta, O.I. Shittu and O.S. Yaya, 2018. Market efficiency of Baltic stock markets: A fractional integration approach. Physica A: Stat. Mech. Applic., 511: 251-262.
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61. Gil-Alana, L.A., O.S. Yaya and A.F. Fagbamigbe, 2018. Time series analysis of quarterly rainfall and temperature (1900-2012) in sub-Saharan African countries. Theoret. Applied Climatol., (In Press). 10.1007/s00704-018-2583-5.
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62. Awe, O.O., D.M. Akinlana, O.S. Yaya and O. Aromolaran, 2018. 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: On-Line Pap. Econ. Inform., 10: 15-22.
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63. Yaya, O.S., S. Luqman, D.M. Akinlana, M.M. Tumala and A.E. Ogbonna, 2017. Oil price-US dollar exchange returns and volatility spillovers in OPEC member countries: Post global crisis period's analysis. Afr. J. Applied Stat., 4: 191-208.
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64. Yaya, O.S., L.A. Gil-Alana and O.E. Olubusoye, 2017. The global financial crisis: Testing for fractional cointegration between the US and Nigerian stock markets. J. Dev. Areas, 51: 29-47.
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65. Shittu, O.I., E.A. Adeyemo, O.S. Yaya, F.J. Ayoola and T.I. Shittu, 2017. Development of new information criterion for model order determination in time series modeling. Proc. 1st Int. Conf. Niger. Stat. Soc., 1: 78-82.
66. Onianwa, P.O., T.O. Alonge, J.A. Otegbayo, E.U. Ike and F.O. Chukura et al., 2017. Pain as 5^th vital sign: Impact of pain assessment training program on Nigerian nurses knowledge of pain management. Int. J. Nurs. Midwifery, 9: 129-135.
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67. Gil-Alana, L.A., O.S. Yaya and O.O. Awe, 2017. Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach. Resour. Policy, 53: 117-124.
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68. Amoateng, A.Y., M.B. Setlalentoa and O.S. Yaya, 2017. Socio-demographic correlates of volunteerism among undergraduate students at North-West University, South Africa. S. Afr. Rev. Sociol., 48: 21-45.
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69. Yaya, O.S., M.M. Tumala and C.G. Udomboso, 2016. Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis. Resources Policy, 49: 273-281.
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70. Yaya, O.S., D.M. Akinlana and O.I. Shittu, 2016. Modelling Nigerian banks' share prices using smooth transition GARCH models. CBN J. Applied Stat., 7: 137-157.
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71. Yaya, O.S., A.S. Bada and N.V. Atoi, 2016. Volatility in the Nigerian stock market: Empirical application of beta-t-GARCH variants. CBN J. Applied Stat., 7: 27-48.
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72. Yaya, O.S. and O.I. Shittu, 2016. Symmetric variants of logistic smooth transition autoregressive models: Monte Carlo evidences. J. Mod. Applied Stat. Methods, 15: 711-737.
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73. Olubusoye, O.E., O.S. Yaya and O.O. Ojo, 2016. Misspecification of variants of autoregressive GARCH models and effect on in-sample forecasting. J. Mod. Applied Stat. Methods, 15: 350-361.
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74. Olubusoye, O.E. and O.S. Yaya, 2016. Time series analysis of volatility in the petroleum pricing markets: The persistence, asymmetry and jumps in the returns series. OPEC Energy Rev., 40: 235-262.
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75. Gil-Alana, L.A., R. Gupta, O.E. Olubusoye and O.S. Yaya, 2016. Time series analysis of persistence in crude oil price volatility across bull and bear regimes. Energy, 109: 29-37.
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76. Gil-Alana, L.A., O.S. Yaya and E.A. Solademi, 2016. Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques. Applied Stochastic Models Bus. Ind., 32: 711-724.
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77. Yaya, O.S., O.I. Shittu and M.M. Tumala, 2015. Comparing predictive accuracy of nonlinear asymmetric volatility models: Evidence from the Nigerian Bank share prices. J. Niger. Stat. Assoc., 27: 1-17.
78. Yaya, O.S., L.A. Gil-Alana and H. Carcel, 2015. 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 Econ., 52: 240-245.
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79. Yaya, O.S., L.A. Gil-Alana and A.A. Akomolafe, 2015. Long memory, seasonality and time trends in the average monthly rainfall in major cities of Nigeria. CBN J. Applied Stat., 6: 39-58.
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80. Yaya, O.S. and O.A. Fashae, 2015. Seasonal fractional integrated time series models for rainfall data in Nigeria. Theoret. Applied Climatol., 120: 99-108.
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81. Yaya, O.O.S., L.A. Gil-Alana and O.I. Shittu, 2015. Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets: Application to high-frequency stock data. Int. J. Finance Econ., 20: 276-290.
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82. Tumala, M.M. and O.S. Yaya, 2015. Estimating bull and bear betas for the Nigerian stock market using logistic smooth threshold model. CBN J. Applied Stat., 6: 263-284.
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83. Gupta, R., L.A. Gil-Alana and O.S. Yaya, 2015. Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test. Applied Econ., 47: 798-808.
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84. Gil-Alana, L.A., O.S. Yaya and O.I. Shittu, 2015. GDP per capita in Africa before the global financial crisis: Persistence, mean reversion and long memory features. CBN J. Applied Stat., 6: 219-239.
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85. Gil-Alana, L.A., O.S. Yaya and A.A. Adepoju, 2015. Fractional integration and structural breaks in bank share prices in Nigeria. Rev. Dev. Finance, 5: 13-23.
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86. Yaya, O.S., O.E. Olubusoye and O.O. Ojo, 2014. Estimates and forecasts of GARCH model under misspecified probability distributions: A Monte Carlo simulation approach. J. Mod. Applied Stat. Methods, 13: 479-492.
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87. Yaya, O.S. and O.I. Shittu, 2014. Specifying asymmetric STAR models with linear and nonlinear GARCH innovations: Monte Carlo approach. J. Mod. Applied Stat. Methods, 13: 410-430.
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88. Yaya, O.S. and O.I. Shittu, 2014. Quick Summary to Time Series Analysis (Questions and Answers Approach). Fasco Publisher, Nigeria, ISBN 978-978-935-889-2, Pages: 95.
89. Yaya, O.S. and O.I. Shittu, 2014. Naira exchange rate volatility: Linear or nonlinear GARCH specifications? J. Niger. Stat. Assoc., 26: 78-87.
90. Yaya, O.S. and L.A. Gil-Alana, 2014. The persistence and asymmetric volatility in the Nigerian stock bull and bear markets. Econ. Modell., 38: 463-469.
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91. Olawuyi, O.J., S.G. Jonathan, F.E. Babatunde, B.J. Babalola and O.S. Yaya et al., 2014. Accession × treatment interaction, variability and correlation studies of pepper (Capsicum spp.) under the influence of arbuscular mycorrhiza fungus (Glomus clarum) and cow dung. Am. J. Plant Sci., 5: 683-690.
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92. Olalekan, A.A., O.O. Joseph, A.M. Akindele, Y.O. Simon and O.A. Christopher, 2014. Interactive effects of some botanicals and Fusarium spp. on the growth of millet seedlings. Res. Plant Biol., 4: 1-11.
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93. Gil-Alana, L.A., O.S. Yaya and O.I. Shittu, 2014. Global temperatures and sunspot numbers. Are they related? Physica A: Stat. Mech. Applic., 396: 42-50.
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94. Gil-Alana, L.A., O.I. Shittu and O.S. Yaya, 2014. On the persistence and volatility in European, American and Asian stocks bull and bear markets. J. Int. Money Finance, 40: 149-162.
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95. Gil-Alana, L.A. and O.S. Yaya, 2014. The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration. Energy Econ., 46: 328-333.
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96. Yaya, O.S., 2013. Nigerian stock index: A search for optimal GARCH model using high frequency data. CBN J. Applied Stat., 4: 69-85.
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97. Yaya, O., O. Shittu and M. Tumala, 2013. Estimates of bull and bear parameters in smooth threshold parameter nonlinear market model: A comparative study between Nigerian and foreign stock markets. Eur. J. Bus. Manage., 5: 107-123.
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98. Adepoju, A.A., O.S. Yaya and O.O. Ojo, 2013. Estimation of GARCH models for Nigerian exchange rates under non-Gaussian innovations. J. Econ. Sustain. Dev., 4: 88-97.
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99. Yaya, O.S. and O.I. Shittu, 2012. STA 331 Lecture Note: Statistical Computing III. 1st Edn., Distance Learning Centre, University of Ibadan, Nigeria..
100. Shittu, O.I., R.A. Yemitan and O.S. Yaya, 2012. On autoregressive distributed lag, cointegration and error correction model: An application to some Nigerian macroeconomic variables. Aust. J. Bus. Manage. Res., 2: 56-62.
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101. Shittu, O.I., O.S. Yaya and R.A. Yemitan, 2012. On structural breaks and nonstationary fractional intergration in time series. Eur. J. Bus. Manage., 4: 40-55.
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102. Shittu, O.I., K.A. Adepoju and O.S. Yaya, 2012. Statistical properties of generalized alternative beta distribution of the second kind. J. Math. Sci., 23: 353-365.
103. Shittu, O.I., K.A. Adepoju and O.S. Yaya, 2012. On the convoluted beta-exponential distribution. J. Mod. Math. Stat., 6: 14-22.
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104. Gil-Alana, L.A., O.I. Shittu and O.S. Yaya, 2012. Long memory, structural breaks and mean shifts in the inflation rates in Nigeria. Afr. J. Bus. Manage., 6: 888-897.
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105. Shittu, O.I. and O.S. Yaya, 2011. On the Autoregressive Fractional Unit Integrated Moving Average (ARFUIMA) process. J. Sustain. Dev. Afr., 13: 225-232.
106. Shittu, O.I. and O.S. Yaya, 2011. Introduction to Time Series Analysis. Revised Edn., Fasco Publisher, Nigeria, ISBN 978-240-083, Pages: 297.
107. Yaya, O.S. and O.I. Shittu, 2010. On the impact of inflation and exchange rate on conditional stock market volatility: A re-assessment. Am. J. Scient. Ind. Res., 1: 115-117.
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108. Yaya, O.S. and O.I. Shittu, 2010. Long memory and estimation of memory parameters: Nigerian and US inflation rates. Int. J. Phys. Sci., 2: 120-131.
109. Shittu, O.I. and O.S. Yaya, 2010. On fractionally integrated logistic smooth transitions in time series. Am. J. Scient. Ind. Res., 1: 439-447.
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110. Shittu, O.I., O.S. Yaya and E.S. Oguntade, 2009. Modelling volatility of stock returns on the Nigerian stock exchange. Global J. Math. Stat., 1: 87-94.
111. Shittu, O.I. and O.S. Yaya, 2009. Measuring forecast performance of ARMA and ARFIMA models: An application to US Dollar/UK pound foreign exchange rate. Eur. J. Scient. Res., 32: 167-176.
112. Shittu, O.I. and O.S. Yaya, 2009. Comparison of the efficiency of estimation techniques for differencing parameter of fractional integrated time series. Adv. Theoret. Applied Math., 4: 63-76.