Browsing by Author "Macharia, Richard Mwangi"
Now showing items 1-1 of 1
-
Significance of volatility components in pricing: case for an emerging market
Macharia, Richard Mwangi (Strathmore University, 2017)This research is an investigation of the volatility structure of the Kenyan financial market and its influence on stock returns. Using the little-known component GARCH, I decompose market volatility into its long run and ...