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subject:"Exchange rate"
subject:"Volatilität"
~isPartOf:"Journal of mathematical finance"
~person:"Irungu, Irene W."
~person:"Mundia, Simon"
~subject:"GARCH"
~subject:"Maximum likelihood estimation"
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Irungu, Irene W.
Mundia, Simon
Mwita, Peter N.
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Waititu, Antony G.
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Journal of mathematical finance
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ECONIS (ZBW)
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Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
2
Consistency of the model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 266-282
Persistent link: https://www.econbiz.de/10011874721
Saved in:
3
Limit theory of model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 426-445
Persistent link: https://www.econbiz.de/10011875287
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