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Akoto Yaw Omari-Sasu

Publications (2)

On a Hybrid Clayton-Gumbel and Gumbel-Frank Bivariate Copulas with Application to Stock Indices

Maxwell Akwasi Boateng, Akoto Yaw Omari-Sasu, Nana Kena Frempong & Richard Kodzo Avuglah · Journal of Advances in Mathematics and Computer Science · 2018

The study proposes two convex convolution based bivariate Archimedean copulas with their joint distribution functions and conditional distribution functions. Several simulations were performed using sample sizes 100,1000, 10000 and 1000000 for combinations of distributions: Gamma...

Open access Research Article 10.9734/JAMCS/2019/45668

Time-Frequency Coherence and Forecast Analysis of Selected Stock Returns in Ghana Using Haar Wavelet

Rhydal Esi Eghan, Peter Amoako-Yirenkyi, Akoto Yaw Omari-Sasu & Nana Kena Frimpong · Journal of Advances in Mathematics and Computer Science · 2019

Aims/ objectives: The study seeks to analyze the correlation of some selected stock returns with respect to both time and frequency domain, and also to forecast returns using Wavelet Coherence and Wavelet-ARIMA model as alternative to Pearson correlation and ARIMA model respectiv...

Open access Research Article 10.9734/JAMCS/2019/46323