Browsing Faculty of Science & Technology (FST) by Author "Sagwe, B Jackline"
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Estimating and forecasting the volatility of a Kenyan Finance Time-series using ARCH Models
Sagwe, B Jackline (University of NairobiSchool of Mathematics, 2005)The goal of this study is to present an empirical analysis of the return and conditional variance of two Kenyan finance series using models of the ARCH class. To help understanding the empirical results, a critical review ...