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1“...We investigate whether there are systematic jumps in stock prices using the Brownian motion approach and Poisson processes to test diffusion and jump risk,...”
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2by Chekenya, Nixon S Published in Scientific African (01.03.2020)“...Spurious (nonsensical) regressions with independent random walks or even with stationary series are well known. However, how their spuriosity is affected by...”
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3“...Purpose The life insurance industry has been exposed to high levels of longevity risk born from the mismatch between realized mortality trends and anticipated...”
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4“...Spurious (nonsensical) regressions with independent random walks or even with stationary series are well known. However, how their spuriosity is affected by...”
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7by Chekenya, Nixon S“...We investigate whether there are systematic jumps in stock prices using the Brownian motion approach and Poisson processes to test diffusion and jump risk,...”
01.01.2019