Browsing MCOM Theses and Dissertations (2009) by Subject "Time Series -- Financial and Economic data"
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An empirical analysis of the evolution of statistical properties and the volatility structure of the Nairobi Stocks Exchange 20-share index returns. (Strathmore University, 2009)Time series of financial and economic data have been found to exhibit unique statistical properties not found in other time series. The statistical properties of the NSE 20-share index returns are examined over a period ...