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Lucius Cassim

Personal Details

First Name:Lucius
Middle Name:
Last Name:Cassim
RePEc Short-ID:pca1336


Department of Economics
Chancellor College
University of Malawi

Zomba, Malawi
RePEc:edi:deumamw (more details at EDIRC)

Research output

Jump to: Working papers

Working papers

  1. Cassim, Lucius, 2020. "A Residual-based Test For Multicointegration In Models With Structural Breaks And Threshold Adjustment To Steady State," MPRA Paper 101453, University Library of Munich, Germany.
  2. Levison Chiwaula Author-Name: Mirriam Matita Author-Name: Tayamika Kamwanja Author-Name: Lucius Cassim Author-Name: Marcos Agurto, 2020. "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 ," Working Papers PIERI 2020-10, PEP-PIERI.
  3. Cassim, Lucius, 2018. "Modelling asymmetric conditional heteroskedasticity in financial asset returns: an extension of Nelson’s EGARCH model," MPRA Paper 86615, University Library of Munich, Germany.
  4. Cassim, Lucius, 2018. "A semi-parametric GARCH (1, 1) estimator under serially dependent innovations," MPRA Paper 86572, University Library of Munich, Germany.
  5. Cassim, Lucius, 2018. "Non-parametric Estimation of GARCH (2, 2) Volatility model: A new Algorithm," MPRA Paper 86861, University Library of Munich, Germany.


Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Cassim, Lucius, 2018. "Non-parametric Estimation of GARCH (2, 2) Volatility model: A new Algorithm," MPRA Paper 86861, University Library of Munich, Germany.

    Cited by:

    1. Yushu Li & Hyunjoo Kim Karlsson, 2023. "Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression," Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1765-1790, April.

More information

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (4) 2018-05-28 2018-06-11 2018-06-18 2020-09-21. Author is listed
  2. NEP-ECM: Econometrics (3) 2018-05-28 2018-06-11 2018-06-18. Author is listed
  3. NEP-ORE: Operations Research (3) 2018-05-28 2018-06-11 2018-06-18. Author is listed
  4. NEP-DEV: Development (1) 2020-09-07
  5. NEP-EXP: Experimental Economics (1) 2020-09-07
  6. NEP-MFD: Microfinance (1) 2020-09-07
  7. NEP-PAY: Payment Systems & Financial Technology (1) 2020-09-07
  8. NEP-RMG: Risk Management (1) 2018-05-28


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