Search
Now showing items 1-2 of 2
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 ...
Volatility Modelling of the Nairobi Securities Exchang
(2012-03)
In this paper we identify the most efficient ARCH-type model that can be applied to the Nairobi stock exchange
data for forecasting and prediction of volatility which in turn is important in pricing financial derivative ...