Browsing Research Articles by Subject "Efficiency,"
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Efficiency Evaluation When Modelling Nairobi Security Exchange Data Using Bilinear and Bilinear-Garch (Bl-Garch) Models
(2012-06)In this paper, the weekly returns of the Nairobi Securities Market (NSE) are modelled using bilinear models and the bilinear-GARCH models so as to determine the most efficient and adequate model for forecasting of ...