Modeling of the Kenya airways stock prices.
Abstract
Kenya Airways has contributed to the growth of the transport sector and the Kenyan
Economy. To model the KQ share prices, mathematical models can be used.
Some of the mathematical models that can be used to model share prices include Black
Scholes model, CAPM, Factor Model (Single factor model and multifactor model) and
time series among others. These models were basically developed to model the stock
prices with others ignoring the factors affecting the prices and others putting that into
consideration. This work attempts to use these models to model the KQ share prices.
Specifically, time series and the factor models are used in this study.