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dc.contributor.authorApaka Rangita, Silas N Onyango, Omolo Ongati, Otula Nyakinda
dc.date.accessioned2020-12-04T06:34:11Z
dc.date.available2020-12-04T06:34:11Z
dc.date.issued2014
dc.identifier.urihttps://repository.maseno.ac.ke/handle/123456789/3253
dc.description.abstractIn this paper, we use the Bernoulli Jump Diffusion (BJD) process to test for the existence and probability of jumps in the Kenyan interest rates. We test these using the Maximum Likelihood Estimation (MLE) method on the weekly changes in the 91 day Kenyan treasury bills rates. We also compare the BJD process and the Pure Diffusion Process (PDP) in modeling these interest rates. We use the statistical software Eviews 6 to analyze the data.en_US
dc.publisherINTERNATIONAL JOURNAL OF MULTIDISCIPLINARY SCIENCES AND ENGINEERINGen_US
dc.subjectJumps, Models, Diffusion and Bernoulli Mathematics Subject Classification: Primary 97K80, Secondary 97M30, 97K60, 91B26, 60G57en_US
dc.titleSupply, Demand, Equilibrium, Deterministic, Stochastic, Logistic and Differential Equationsen_US
dc.typeArticleen_US


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