Projects per year
Personal profile
Research interests
Time Series Analysis, Financial Statistics And Modelling, Extreme Value Analysis And Distribution Theory
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 2 Finished
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New heavy tailed distributions for risk measurements
Afuecheta, E. (PI), Bakather, A. (CoI) & Al-Saggaf, A. (CoI)
1/10/21 → 31/12/22
Project: Research
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Characterization of Climate Variability and Trends Associated with Food Crises in the Horn of Africa
Afuecheta, E. (PI) & Omar, M. H. (CoI)
1/11/20 → 31/10/21
Project: Research
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An Alternative to the Beta Regression Model with Applications to OECD Employment and Cancer Data
Okorie, I. E. & Afuecheta, E., Jun 2024, In: Annals of Data Science. 11, 3, p. 887-908 22 p.Research output: Contribution to journal › Article › peer-review
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A Poisson regression approach for assessing morbidity risk and determinants among under five children in Nigeria
Okorie, I. E., Afuecheta, E., Nadarajah, S., Bright, A. & Akpanta, A. C., Dec 2024, In: Scientific Reports. 14, 1, 21580.Research output: Contribution to journal › Article › peer-review
Open Access1 Scopus citations -
Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis
Afuecheta, E., Okorie, I. E., Nadarajah, S. & Nzeribe, G. E., Jan 2024, In: Computational Economics. 63, 1, p. 271-304 34 p.Research output: Contribution to journal › Article › peer-review
Open Access5 Scopus citations -
Modeling of Stock Price Indices from Five Gulf Cooperation Council (GCC) Economies
Afuecheta, E., Okorie, I. E., Bakather, A., Alsaggaf, A. A. H. & Nadarajah, S., 2024, (Accepted/In press) In: Computational Economics. 101923.Research output: Contribution to journal › Article › peer-review
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A compound exponential distribution with application to control charts
Afuecheta, E., Sayyed, M., Okorie, I. E. & Nadarajah, S., 1 Jan 2023, In: Journal of Computational and Applied Mathematics. 417, 114598.Research output: Contribution to journal › Article › peer-review
4 Scopus citations