Financial Time Series Modelling of Trends and Patterns in the Energy Markets J aduda, patrick weke, philiph ngare, joseph mwaniki journal of mathematical finance, 2016 | 9 | 2016 |
Cosine Fréchet loss distribution: properties, actuarial measures and insurance applications J Abonongo, IJ Mwaniki, JA Aduda Computational Journal of Mathematical and Statistical Sciences 3 (1), 1-32, 2024 | 8 | 2024 |
On stock returns volatility and trading volume of the nairobi securities exchange index SK Kalovwe, JI Mwaniki, RO Simwa RMS: Research in Mathematics & Statistics 8 (1), 1889765, 2021 | 8 | 2021 |
Modeling returns and unconditional variance in risk neutral world for liquid and illiquid market IJ Mwaniki Journal of mathematical finance 5 (1), 15-25, 2015 | 8 | 2015 |
On the minimal entropy martingale measure and multinomial lattices with cumulants CS Ssebugenyi, IJ Mwaniki, VS Konlack Applied Mathematical Finance 20 (4), 359-379, 2013 | 7 | 2013 |
Pricing options using trinomial lattice method KK Langat, JI Mwaniki, GK Kiprop Journal of Finance and Economics 7 (3), 81-87, 2019 | 6 | 2019 |
Modeling heteroscedastic, skewed and leptokurtic returns in discrete time IJ Mwaniki Journal of Applied finance and banking 9 (5), 1-14, 2019 | 5 | 2019 |
Modelling Inflation Rate Volatility in Kenya Using Arch-Type Model Family J Okeyo, M Ivivi, P Ngare Research Journal of Finance and Accounting 7 (23), 10-17, 2016 | 4 | 2016 |
Sine F-Loss Family of Distributions: Properties and Insurance Applications J Abonongo, IJ Mwaniki, JA Aduda Appl. Math. Inf. Sci 16 (5), 835-851, 2022 | 3 | 2022 |
modeling trust in social networks D Ntwiga, patrick weke, M Manene, J Mwaniki | 3 | 2016 |
A new family of F-Loss distributions: Properties and applications J Abonongo, IJ Mwaniki, JA Aduda Advances and Applications in Statistics 87 (1), 81-117, 2023 | 2 | 2023 |
On a robust estimation of option-implied interest rates and dividend yields M Kamau, IJ Mwaniki Cogent Economics & Finance 11 (2), 2260658, 2023 | 1 | 2023 |
Modeling stock returns and trading volume in regime switching world KS Kaweto, MI Joseph, SR Onyino Finan. Math. Appl 6, 1-14, 2021 | 1 | 2021 |
A computation of implied volatility leveraging model-free option-implied information M Kamau, IJ Mwaniki, I Irungu, R Kithuka Research in Mathematics 11 (1), 2353965, 2024 | | 2024 |
Predicting Sorghum Yield in Data-Scarce and Conflict-Affected South Sudan Using Machine Learning Techniques. J Karongo, J Mwaniki, J Ndiritu, V Mokaya | | 2024 |
Stochastic Modelling of An Expense-Augmented Insurance Portfolio Loss Process C Odiwuor, J Mwaniki, P Ngare, R Simwa Available at SSRN 4940196, 2024 | | 2024 |
On regime-switching European option pricing SK Kalovwe, JI Mwaniki, RO Simwa Cogent Economics & Finance 11 (1), 2203439, 2023 | | 2023 |
CONTINUOUS ERLANG MIXED DISTRIBUTIONS AND THEIR PROPERTIES B Gathongo Available at SSRN 4909225, 2023 | | 2023 |
Actuarial Measures, Estimation and Applications of Sine Burr III Loss Distribution J Abonongo, IJ Mwaniki, JA Aduda | | 2023 |
ON STOCK MARKET ASYMMETRIC VOLATILITY AND TRADING VOLUME SK Kalovwe, JI Mwaniki, RO Simwa Far East Journal of Theoretical Statistics 66, 89-104, 2022 | | 2022 |