Jane Akinyi Aduda
Ph.D. University of Nairobi 2017
Application of Multivariate Volatility Models in Estimating Optimal Dynamic Hedge Ratios for Crack Spreads with Volatility Spillovers in Energy Markets
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Patrick Guge Oloo Weke
Advisor 2: Ivivi Joseph Mwaniki
Advisor 3: Philip Ngare
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