Anthony Ngunyi

Non-parametric Approach in Modelling Effects of Remittances on Household Credit in Kenya

Thomas Mageto, Caspah Lidiema, Antony Gichuhi Waititu, 2018 .

The Predictive Performance of Extreme Value Analysis Based-Models in Forecasting the Volatility of Cryptocurrencies

Anthony Ngunyi, Cyprian Omari, 2021, Journal of Mathematical Finance.

Modelling Volatility Dynamics of Cryptocurrencies Using GARCH Models

Anthony Ngunyi, Cyprian Ondieki Omari, Simon Mundia, 2019, Journal of Mathematical Finance.