Browsing Theses and Dissertations by Author "58e0f72f-af01-40b4-b88c-d10887addbe8"
Now showing items 1-1 of 1
-
Modeling of volatility of interest and treasury bill rates using arch / garch family models and their effect on pension fund
Ondieki, Isaac O (University of Nairobi, 2016-12)The interest rate and Treasury bill rates were converted into simple returns and modeled by use of ARCH and GARCH (1, 1) models. The GARCH (1,1) was preferred because it allows many parameters and considers conditional ...