Search
Now showing items 1-1 of 1
Time-series modeling of returns from the NSE 20-share index: An empirical study of the impact of political climate on market volatility
(24-06-13)
A time series analysis of the Nairobi Stock Exchange (NSE) 20-Share index from January 1998 to March 2007 is provided. A comparison of the daily rates of return and volatilities for periods immediately preceding and following ...