Normal view MARC view ISBD view

Optimal threshold determination on the mean excess plot with applications to modelling univariate and bivariate extremes in financial and insurance markets Chukwudum Queensley Chidimma

Material type: materialTypeLabel

BookPublisher: Juja, Kenya JKUAT 2019Description: xiii, 122p. ill.Subject(s): |

Tags from this library: No tags from this library for this title. Add tag(s)

average rating: 0.0 (0 votes)

Item type	Current location	Call number	Status	Date due	Barcode
Thesis	MAIN LIBRARY	HG106 .C48 2019 (Browse shelf)	Not for loan		133219

Previous	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	Next
Previous	HF5818 .A22 2006 Business Communiaction skills	HG101 .K54 2018 Modelling Kenyan foreign exchange risk using asymmetry garch models and extreme value theory approach	HG101 .M69 2018 Modeling the effects of trading volume on stock return volatility using conditional Heteroskedastic models	HG106 .C48 2019 Optimal threshold determination on the mean excess plot with applications to modelling univariate and bivariate extremes in financial and insurance markets	HG106 .F62 2013 Mathematical methods for finance:	HG106 .I78 2018 Manhattan distance for model order change-point estimation in garch models	HG 173 .B37 2002 Applied Business GCSE	Next

There are no comments for this item.

Koha online