@article{201812.0043, doi = {10.20944/preprints201812.0043.v1}, url = {https://doi.org/10.20944/preprints201812.0043.v1}, year = 2018, month = {December}, publisher = {Preprints}, author = {Ngozi G. Emenogu and Monday Osagie Adenomon and Nweze Nwaze Obinna}, title = {On the Volatility of Daily Stock Returns of Total Petroleum Company of Nigeria: Evidence from GARCH Models, Value-at-Risk and Backtesting}, journal = {Preprints} }