1)      Shittu, O.I. and Yaya, O.S. (2009). “Measuring Forecast Performance of ARMA and   ARFIMA Models: An Application to US Dollar/UK Pound Foreign Exchange Rate”,   European Journal of Scientific Research 32 (2): 167-176.

2)      Shittu, O.I., Yaya, O.S. and Oguntade, E.S. (2009): “Modelling Volatility of Stock Returns on the Nigerian Stock Exchange”. Global Journal of Mathematics and Statistics, 1 (2): 87-94. 

3)      Shittu, O.I. and Yaya, O.S. (2009). “Comparison of the Efficiency of Estimation Techniques for Differencing Parameter of Fractional Integrated Time Series”. Advances in Theoretical and Applied Mathematics, 4 (1): 63–76.

4)      Yaya, O.S. and Shittu, O.I. (2010). “Long Memory and Estimation of Memory Parameters: Nigerian and US Inflation Rates”. International Journal of Physical Sciences, 2(3): 120-131.

5)      Akomolafe, A.A., Sodipo, A.A., Yaya, O.S., Akanbi, O.B. and Ayinde, O.M. (2010). “Statistical Analysis of School Drop-out Rate at Primary Junior School level in South Western Part of Nigeria”. International Journal of Sustainable Development, 3(7): 119-123.

6)      Yaya, O.S. and Shittu, O.I. (2010). “On the Impact of Inflation and Exchange Rate onConditional Stock Market Volatility: A Re-Assessment”. American Journal of Scientific and Industrial Research, 1(2):115-117.

7)      Shittu, O.I. and Yaya, O.S. (2011). “On Fractionally Integrated Logistic Smooth Transitions in Time Series”. CBN Journal of Applied Statistics, 2(1): 1-13.

8)      Yaya, O.S. and Shittu, O.I. (2011): “On Misspecification of Exponential Transition Models with GARCH Error Terms: The Monte Carlo Evidence”. Proceedings of the 58th World Statistical Congress of International Statistical Institute, Dublin. Section CPS001: pp. 5907-5912      (http://2011.isiproceedings.org/papers/950504.pdf).

9)      Shittu, O.I. and Yaya, O.S. (2011). Introduction to Time Series Analysis. Babs-Tunde Intercontinental Print, Nigeria. ISBN 978-33867-1-9. pp. 282.

10)   Shittu, O.I. and Yaya, O.S. (2011). “On the Autoregressive Fractional Unit Integrated Moving Average (ARFUIMA) Process”. Journal of Sustainable Development in Africa, 13 (5): 225-232.

11)   Yaya, O. S. and Shittu, O. I. (2011). Statistical Computing III. Distance Learning Centre, University of Ibadan, Nigeria.

12)   Gil-Alana, L.A., Shittu, O.I. and Yaya, O.S. (2012). “Long memory, Structural breaks and Mean shifts in the Inflation rates in Nigeria”. African Journal of Business Management, 6(3):888-897

13)   Shittu, O.I., Yaya, O.S. and Yemitan, R.A. (2012): “On Structural Breaks and Non-stationary Fractional Integration in Time Series”. European Journal of Business and Management, 4(5):  40-55.

14)   Shittu, O.I., Adepoju, K.A. and Yaya, O.S. (2012). “Statistical Properties of Generalized Alternative Beta Distribution of the Second Kind”. Journal of Mathematical Sciences, 23(3):353-365.

15)   Shittu, O.I., Yemitan, R.A. and Yaya, O.S. (2012). “On Autoregressive Distributed Lag, Cointegration and Error Correction Modelling: Applications to Selected Nigerian Macroeconomic Variables”. Australian Journal of Business and Management Research,  2(8): 56-62.

16)   Adepoju, A.A., Yaya, O.S. and Ojo, O.O. (2013). “Estimation of GARCH models for Nigerian Exchange Rates with Non-Gaussian Innovations”. Journal of Economics and     Sustainable Development, 4(3): 88-97.

17)   Yaya, O.S., Shittu, O.I. and Tumala, M.M. (2013). “Estimates of Bull and Bear parameters in Smooth Threshold Parameter Nonlinear Market model: A Comparative study between Nigerian and Foreign Stock Markets”. European Journal of Business and Management, 5(7): 107-123.

18)   Yaya, O.S. and Shittu, O.I. (2013). “Naira Exchange Rate Volatility: Linear or Nonlinear GARCH  Specifications?”. Proceedings of the Nigerian Statistical Associations.

19)   Yaya, O.S., Shittu, O.I. and Fashae, O.A. (2013). “Seasonal ARMA and Seasonal ARFIMA Modeling of Rainfall Data in Nigeria. Proceedings of the Nigerian Statistical Associations.

20)   Yaya, O.S. (2013). “Nigerian Stock Index: A Search for Optimal GARCH Model using High         Frequency Data”.  CBN Journal of Applied Statistics, 4(2): 69-85.

21)   Gil-Alana, L.A., Shittu, O.I. and Yaya, O.S. (2014). “On the Persistence and Volatility in European, American and Asian Stocks Bull and Bear Markets”. Journal of International Money and Finance 40: 149-162.

22)   Gil-Alana, L.A., Yaya, O.S. and Shittu, O.I. (2014): “Global Temperatures and Sunspot numbers. Are they related?”. Physical A, Statistical Mechanics and Its Applications, 396:42–50.

23)   Akanmu, A.O., Olawuyi, O.J, Abiala, M.A., Yaya, O.S. and Odebode, A.C. (2014).“Interactive Effects of Some Botanicals and Fusarium spp. on the Growth of Millet Seedlings”.     Research in Plant Biology, 4(1): 1-11.

24)   Yaya, O.S. and Shittu, O.I. (2014). Quick Summary to Time Series Analysis (Questions  and Answers Approach). Fasco Publisher. ISBN 978-978-935-889-2. pp. vi+95.

25)   Yaya, O.S. and Gil-Alana, L.A. (2014). “The Persistence and Asymmetric Volatility in the Nigerian Stocks Bull and Bear Markets”. Economic Modelling, 38. (In press).

26)   Olubusoye, O.E., Yaya, O.S. and Ojo, O.O. (2014). “Misspecification of variants of GARCH models and effect on forecasting” (Completed).                

27)   Yaya, O.S. and Shittu, O.I. (2014). “Symmetric variants of Logistic Smooth Transition Autoregressive models: Monte Carlo Evidences” (Completed).

28)   Gupta, R., Gil-Alana, L.A. and Yaya, O.S. (2014). “Does Sunspot Numbers Cause Global  Temperatures? Evidence from Frequency Domain Causality Test” (Completed).