Comparative Analysis of GARCH-Based Volatility Models of Financial Market Volatility: A Case of Nairobi Security Market PLC, Kenya
Teddy Mutugi Wanjuki; Victor Wandera Lumumba; Emmanuel Koech Kimtai; Morris Kateeti Mbaluka; Elizabeth Wambui Njoroge
- Published
- Publisher
- European Open Science Publishing
- Journal / collection
- European Journal of Mathematics and Statistics
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.24018/ejmath.2024.5.4.310
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Cite this source
Teddy Mutugi Wanjuki; Victor Wandera Lumumba; Emmanuel Koech Kimtai; Morris Kateeti Mbaluka; Elizabeth Wambui Njoroge. Comparative Analysis of GARCH-Based Volatility Models of Financial Market Volatility: A Case of Nairobi Security Market PLC, Kenya. European Journal of Mathematics and Statistics. 2024-08-05. https://doi.org/10.24018/ejmath.2024.5.4.310