Details about Lucius Cassim

Access statistics for papers by Lucius Cassim.

Last updated 2020-10-28. Update your information in the RePEc Author Service.

Short-id: pca1336

Working Papers

2020

1. A Residual-based Test For Multicointegration In Models With Structural Breaks And Threshold Adjustment To Steady State
   MPRA Paper, University Library of Munich, Germany
2. Combining Financial-Literacy Training and Text-Message Reminders to Influence Mobile-Money Use and Financial Behavior among Members of Village Savings and Loan Associations:Experimental Evidence from Malawi
   Working Papers PIERI, PEP-PIERI

2018

3. A semi-parametric GARCH (1, 1) estimator under serially dependent innovations
   MPRA Paper, University Library of Munich, Germany
4. Modelling asymmetric conditional heteroskedasticity in financial asset returns: an extension of Nelson’s EGARCH model
   MPRA Paper, University Library of Munich, Germany
5. Non-parametric Estimation of GARCH (2, 2) Volatility model: A new Algorithm
   MPRA Paper, University Library of Munich, Germany View citations (1)