Browsing Faculty of Science & Technology (FST) by Author "Manyala, Kennedy Ochieng"
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Normal mixtures in finance: a comparative study and applications
Manyala, Kennedy Ochieng (University of Nairobi, 2013)Many studies on modelling return distributions of financial assets have been conducted. Among them, the most used three-type distributions are the normal, the lognormal and the non-Gaussian stable distributions. Other ...