Interest Rate Risk Modelling Using Semi-Heavy Tail Distributions of Normal Variance-Mean Mixtures: A Study on Central Bank of Kenya Interest Rates

Owino Kevin Oduor, Cynthia Anyango

DOI: 10.9734/ajpas/2024/v26i11670
Published: 2024-10-30
Container: Asian Journal of Probability and Statistics
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.9734/ajpas/2024/v26i11670,
  title = {Interest Rate Risk Modelling Using Semi-Heavy Tail Distributions of Normal Variance-Mean Mixtures: A Study on Central Bank of Kenya Interest Rates},
  author = {Owino Kevin Oduor and Cynthia Anyango},
  year = {2024},
  journal = {Asian Journal of Probability and Statistics},
  doi = {10.9734/ajpas/2024/v26i11670},
  url = {https://doi.org/10.9734/ajpas/2024/v26i11670}
}

RIS

TY  - JOUR
TI  - Interest Rate Risk Modelling Using Semi-Heavy Tail Distributions of Normal Variance-Mean Mixtures: A Study on Central Bank of Kenya Interest Rates
AU  - Owino Kevin Oduor
AU  - Cynthia Anyango
PY  - 2024
JO  - Asian Journal of Probability and Statistics
DO  - 10.9734/ajpas/2024/v26i11670
UR  - https://doi.org/10.9734/ajpas/2024/v26i11670
ER  -

APA

Oduor, O. K., & Anyango, C. (2024). Interest Rate Risk Modelling Using Semi-Heavy Tail Distributions of Normal Variance-Mean Mixtures: A Study on Central Bank of Kenya Interest Rates. Asian Journal of Probability and Statistics. https://doi.org/10.9734/ajpas/2024/v26i11670

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hal · retrieved 2026-11-10T13:55:58.576Z