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  • Your search results: "Chekenya, Nixon S"
Showing 1 - 7 results of 7 for search '"Chekenya, Nixon S"', query time: 1.04s Narrow search
  • 1
    Cover Image Journal Article
    Maximum likelihood estimation of stock volatility using jump-diffusion models
    by Chekenya, Nixon S
    edited by Chen, Maggie
    Published in Cogent economics & finance (01.01.2019)
    “...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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  • 2
    Cover Image Journal Article
    The impact of the presence of autoregressive conditional heteroscedasticity (ARCH) effects on spurious regressions
    by 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
    Cover Image Journal Article
    Longevity swaps for longevity risk management in life insurance products
    by Dzingirai, Canicio   Chekenya, Nixon S Published in The journal of risk finance (27.06.2020)
    “...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
    Cover Image Journal Article
    The impact of the presence of autoregressive conditional heteroscedasticity (ARCH) effects on spurious regressions
    by Chekenya, Nixon S   Dzingirai, Canicio Published in Scientific African (01.07.2020)
    “...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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  • 5
    Cover Image Data Set
    Maximum likelihood estimation of stock volatility using jump-diffusion models
    by Nixon S. Chekenya
    20.03.2019
    “...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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  • 6
    Cover Image Data Set
    Maximum likelihood estimation of stock volatility using jump-diffusion models
    by Nixon S. Chekenya
    20.03.2019
    “...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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  • 7
    Cover Image Data Set
    Maximum likelihood estimation of stock volatility using jump-diffusion models
    by Chekenya, Nixon S
    01.01.2019
    “...We investigate whether there are systematic jumps in stock prices using the Brownian motion approach and Poisson processes to test diffusion and jump risk,...”
    available in Bonn?
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