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Browsing Department of Statistics & Actuarial Science by Author "Mwita, Peter Nyamuhanga"

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Title: Conditional Dependence Modelling with Regular Vine Copulas Author: Omari, Cyprian Ondieki; Mwita, Peter Nyamuhanga; Waititu, Antony Gichuhi Date: 2019-01-01
Title: Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model Author: Omari, Cyprian Ondieki; Mwita, Peter Nyamuhanga; Gichuhi, Antony W. Date: 2018-05-31
Title: Modeling USD/KES Exchange Rate Volatility using GARCH Models Author: Omari, Cyprian Ondieki; Mwita, Peter Nyamuhanga; Waititu, Antony Gichuhi Date: 2017-02
Title: Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates Author: Omari, Cyprian Ondieki; Mwita, Peter Nyamuhanga; Waititu, Antony Gichuhi Date: 2017-11-02

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