Jane Akinyi Aduda
Ph.D. University of Nairobi 2017
Dissertation:
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
No students known.
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