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ANN-Time Varying GARCH Model for Processes with Fixed and Random Periodicity
Karuiru, Elias K.
;
Kihoro, John Mwaniki
;
Mageto, Thomas
;
Waititu, Anthony Gichuhi
(
Scientific Research Publishing
,
2021
)
ANN-Time Varying GARCH Model: Simulations and Application in Modelling Temperature for Weather Derivatives
Karuiru, Elias K.
;
Kihoro, John Mwaniki
;
Mageto, Thomas
;
Waititu, Anthony Gichuhi
(
Scientific Research Publishing
,
2022
)
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Author
Karuiru, Elias K. (2)
Kihoro, John Mwaniki (2)
Mageto, Thomas (2)
Waititu, Anthony Gichuhi (2)
Subject
Artificial Neural Network (2)
Time Varying GARCH (2)
Fixed Periodicity (1)
Random Periodicity (1)
Temperature (1)
Weather Derivatives (1)
... View More
Date Issued
2021 (1)
2022 (1)
Has File(s)
Yes (2)