Forecasting Nigeria’s Oil Price Volatility: A Comparative Analysis of GARCH Models and Heston’s Stochastic Models. American Journal of Applied Statistics and Economics, [S. l.], v. 4, n. 1, p. 41–57, 2025. DOI: 10.54536/ajase.v4i1.4693. Disponível em: https://e-pallipublishers.com/index.php/ajase/article/view/4693. Acesso em: 28 jul. 2026.