| [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 |