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Citations
University of Malawi | 1 H index 0 i10 index 1 Citations RESEARCH PRODUCTION: 5 Papers RESEARCH ACTIVITY: 2 years (2018 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pca1336 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lucius Cassim. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 4 |
Year | Title of citing document |
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2023 | Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression. (2023). Karlsson, Hyunjoo Kim ; Li, Yushu. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10266-2. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Combining Financial-Literacy Training and Text-Message Reminders to Influence Mobile-Money Use and Financial Behavior among Members of Village Savings and Loan Associations:Experimental Evidence from In: Working Papers PIERI. [Full Text][Citation analysis] | paper | 0 |
2020 | A Residual-based Test For Multicointegration In Models With Structural Breaks And Threshold Adjustment To Steady State In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2018 | A semi-parametric GARCH (1, 1) estimator under serially dependent innovations In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2018 | Modelling asymmetric conditional heteroskedasticity in financial asset returns: an extension of Nelson’s EGARCH model In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2018 | Non-parametric Estimation of GARCH (2, 2) Volatility model: A new Algorithm In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
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