Modeling stock market return volatility in the presence of structural breaks : evidence from Nairobi Securities Exchange, Kenya
Caroline Michere Ndei, Stephen Muchina, Kennedy Waweru
| Year of publication: |
2019
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|---|---|
| Authors: | Ndei, Caroline Michere ; Muchina, Stephen ; Waweru, Kennedy |
| Published in: |
International Journal of Research in Business and Social Science : IJRBS. - Istanbul, Turkey : School of Business, İMU, ISSN 2147-4478, ZDB-ID 2719183-7. - Vol. 8.2019, 5, p. 156-171
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| Subject: | conditional volatility | GARCH models | market return volatility | stylized facts | Volatilität | Volatility | ARCH-Modell | ARCH model | Kenia | Kenya | Kapitaleinkommen | Capital income | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.20525/ijrbs.v8i5.308 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012146102