Go to: Afuecheta, E. O. Website


Teaching Assignment and Office Hours

Name: Dr.Afuecheta, E. O. Phone: 7630 Off. Loc: Email: emmanuel.afuecheta@kfupm.edu.sa

 

Teaching assignment
# Course Section Period Location Activity Days
 1  STAT413  01  12:00PM    LEC  UTR
 2  STAT523  01  06:45PM    LEC  UT

 

Office Hours (Phone: 7630 Office: )
Sunday Monday Tuesday Wednesday Thursday
 08:00-09:00
 03:00-04:00
 
 
 
 
 08:00-09:00
 03:00-04:00
 
 
Remark: Also by appointment any time
Last update on 1/31/2021/emmanuel.afuecheta


Publications

Orcid ID
Sno Publications Year Status
[1] Afuecheta, E. and Nadarajah, S.(2021) A note on "A novel alpha power transformed exponential distribution with real-life applications" Submitted to the Journal of Applied Statistics. 2021 Submitted
[2] Afuecheta, E. and Omar, H. M. (2021) Characterization of variability and trends in daily precipitation and temperature extremes in the Horn of Africa. Submitted to Climate Risk Management. 2021 Submitted
[3] Nadarajah, S. and Afuecheta, E. A note on ‘The exponentiated power Lomax distribution and its applications'. Quality and Reliability Engineering International. https://onlinelibrary.wiley.com/doi/full/10.1002/qre.2839 2021 Published
[4] Afuecheta, E., Semeyutin, A., Chan, S., Nadarajah, S., and Diego Andrés Pérez Ruiz (2020). Compound models for distributions of financial returns. PLOS One Journal. https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0239652 2020 Published
[5] Afuecheta, E., Nadarajah, S. and Chan, S. (2020). Folded bivariate distributions with applications to stock data. Under review with Revstat Statistical Journal 2020 Submitted
[6] Afuecheta, E., Utazi, C., Edmore Ranganai & Nnanatu, C. (2020) An Application of Extreme Value Theory for Measuring Financial Risk in BRICS Economies. Annals of Data Science. https://link.springer.com/epdf/10.1007/s40745-020-00294-w? 2020 Published
[7] Afuecheta, E., Nadarajah, S. & Chan, S. (2020). Statistical analysis of global economies using time varying copulas. Computational Economics. https://link.springer.com/article/10.1007/s10614-020-09996-y 2020 Published
[8] Okorie, I. E., Afuecheta, E. and Alaebo, C. G. (2020) Social, Economic and Demographic Impacts on the Full Awareness of the Methods for the Control/Prevention of the Spread of COVID-19 in Africa: A Case Study of Social Media Users. Under Consideration with Quality and Quantity. 2020 Submitted
[9] Nadarajah, S., Afuecheta, E. and Chan, S. (2020) Bitcoin in Africa. Quality & Quantity. https://doi.org/10.1007/s11135-020-01051-0 2020 Published
[10] Nadarajah, S., Afuecheta, E., and Chan, S. (2019). Ordered random variables, OPSEARCH, 56 (1), 344-366. 2019 Published
[11] Afuecheta, E. Chan, S. & Nadarajah, S (2018). Flexible models for stock returns based on Students t distribution. The Manchester School, 87(3), 403-427 2018 Published
[12] Nadarajah, S., Afuecheta, E. and Chan, S. (2018). On the distribution of maximum of Multivariate Normal random vectors. Communications in Statistics- Theory and Methods, 48(10), 2425-2445 2018 Published
[13] Utazi, C.,Afuecheta, E. & Nnanatu, C. (2018). A Bayesian latent process spatiotemporal regression model for areal count data. Spatial and Spatio-temporal Epidemiology, Vol.25, 25-37. 2018 Published
[14] Nadarajah, S., Afuecheta, E. and Chan, S. (2018). A compendium of copulas, Statistica, 77 (4), 279-328. 2018 Published
[15] Afuecheta, E. Perez Ruiz, D., Utazi, C., & Nwosu, C. R. (2017). On the flexibility of garch-family of models with an application to the BRICS stock indices. Communications in Statistics: Case Studies, Data Analysis and Applications, 2:1-2, 44-77. 2017 Published
[16] Nadarajah, S., Chan, S. & Afuecheta, E. (2017). Tabulations for value at risk and expected shortfall. Communications in Statistics-Theory and Methods 46 (12), 5956-5984 2017 Published
[17] Afuecheta, E., Utazi, C. & Perez Ruiz, D. (2016). A statistical analysis of fatalities resulting from Boko Haram activities. African Journal of Applied Statistics, 3(1), 101-120. 2016 Published
[18] Chan, S., Nadarajah, S. & Afuecheta, E. (2016). An R Package for Value at Risk and Expected Shortfall.Communications in Statistics-Simulation and Computation, 45(9), 3416-3434. 2016 Published
[19] Nadarajah, S., Chan, S. & Afuecheta, E. (2016). On the distribution of some ordered variables. Communications in Statistics-Theory and Methods, 45 (7), 2137-2142. 2016 Published
[20] Nadarajah, S., Afuecheta, E. & Chan, S. (2015). GARCH modelling of five popular commodities. Empirical Economics, 48(4), 1691-1712. 2015 Published
[21] Nadarajah, S., Afuecheta, E. and Chan, S. (2015). A note on Modelling exchange rate returns: Which flexible distribution to use? Quantitative Finance, 15(11), 1777-1785. 2015 Published
[22] Nadarajah, S., Afuecheta, E. and Chan, S. (2014). The log-power-normal distribution is the exponentiated lognormal distribution. Environmetrics, 25(5), 361-362. 2014 Published
[23] Afuecheta, E. & Oyeka, C. A. (2014). Statistical Measure of Relative Performance. International Journal of Mathematics & Computation, 25 (4), 42-49. 2014 Published
[24] Chu, J., Nadarajah, S., Afuecheta, E., Chan, S. and Xu, Y. (2014). A statistical study of Racism in English Football. Quality & Quantity, 48(5), 2915-2937. 2014 Published
[25] Nadarajah, S., Chan, S. & Afuecheta, E. (2014). Extreme value analysis for emerging African markets. Quality & Quantity, 48(3) 1347-1360. 2014 Published
[26] Chu, J., Nadarajah, S., Afuecheta, E. & Chan, S. (2014). On the cumulant of the logarithm of a gamma random variable. Math. Scientist, 143-144. 2014 Published
[27] Nadarajah, S., Afuecheta, E. & Chan, S. (2013). A double generalized Pareto distribution. Statistics and Probability Letters, 83(12), 2656-2663. 2013 Published
[28] Nadarajah, S., Chan, S. & Afuecheta, E. (2013). On the characteristic function for asymmetrics Students t distributions. Economics Letters, 121(2), 271-274. 2013 Published


Projects

# Title PI/Coordinaor Members Sponsor Grant Ref # S-Date E-Date Month Status


Course Files

Course Section Semester F1,F2.. :Final Exams, E1,E2..:Majors Q1,.. :Quizzes H1,.. : Homework& S1,.: Syllabus
STAT413 01 202
STAT523 01 202
STAT211 01 201
STAT302 01 201
MATH102 07 192
MATH102 21 192


Teachnical Reports

# Title View

[Last Update: 02/25/2021]