Modeling stock market return volatility in the presence of structural breaks : evidence from Nairobi Securities Exchange, Kenya
Year of publication: |
2019
|
---|---|
Authors: | Ndei, Caroline Michere ; Muchina, Stephen ; Waweru, Kennedy |
Subject: | conditional volatility | GARCH models | market return volatility | stylized facts | Volatilität | Volatility | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Kenia | Kenya | Strukturbruch | Structural break | Aktienmarkt | Stock market |
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