Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "BRICS"
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Modelling the structure of dependence of stock markets in BRICS & KENYA: Copula GARCH approach
(Strathmore University, 2017)Background: Dependence structure is used widely to describe relationships between risks and provides estimation of risks for risk management purposes. Modeling dependence structure of stock returns is a difficult task ...