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Forecasting Value-at-Risk of Financial Markets under the Global Pandemic of COVID-19 Using Conditional Extreme Value Theory
Cyprian Omari, Simon Mundia, Immaculate Ngina
J. Math. Finance Vol.10 No.4, October 22, 2020 DOI: 10.4236/jmf.2020.104034

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Modelling Volatility Dynamics of Cryptocurrencies Using GARCH Models
Anthony Ngunyi, Simon Mundia, Cyprian Omari
J. Math. Finance Vol.9 No.4, October 17, 2019 DOI: 10.4236/jmf.2019.94030

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Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model
Cyprian O. Omari, Peter N. Mwita, Antony W. Gichuhi
J. Math. Finance Vol.8 No.2, May 31, 2018 DOI: 10.4236/jmf.2018.82029

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Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates
Cyprian O. Omari, Peter N. Mwita, Antony G. Waititu
J. Math. Finance Vol.7 No.4, November 02, 2017 DOI: 10.4236/jmf.2017.74045

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Modeling the Frequency and Severity of Auto Insurance Claims Using Statistical Distributions
Cyprian Ondieki Omari, Shalyne Gathoni Nyambura, Joan Martha Wairimu Mwangi
J. Math. Finance Vol.8 No.1, February 26, 2018 DOI: 10.4236/jmf.2018.81012

(PDF 573K) HTML XML

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