@article{201903.0071,
	doi = {10.20944/preprints201903.0071.v1},
	url = {https://doi.org/10.20944/preprints201903.0071.v1},
	year = 2019,
	month = {March},
	publisher = {Preprints},
	author = {Monday Osagie Adenomon and Ngozi G. Emenogu and Nweze Nwaze Obinna},
	title = {Modeling and Forecasting Daily Stock Returns of Guaranty Trust Bank Nigeria Plc Using ARMA-GARCH Models, Persistence, Half-Life Volatility and Backtesting},
	journal = {Preprints}
}