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    • Garch modelling in share prices for specific companies in Kenya 

      Kinyanjui, Josphat k.; Mutiso, John M.; Omar, Latifa s. (American Journal of Mathematical Science and Applications, 2013-06)
      The Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models of volatility that were introduced by Engle (1982) and Bollerslev (1986) are specifically designed to capture the volatility clustering of ...