Browsing by Author "NDEGE, ERIC"
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APPLICATION OF ASYMMETRIC-GARCH TYPE MODELS TO THE KENYAN EXCHANGE RATE AND BALANCE OF PAYMENTS OF TIME SERIES DATA
NDEGE, ERIC (Chuka University, 2022-09)The critical concern of financial market investors is uncertainty of the returns. The symmetric-GARCH type models can capture volatility and leptokurtosis. However, they do not capture leverage effects, volatility clustering, ...