Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Dynamic Forecasts"
Now showing items 1-1 of 1
-
Recursive modelling in predicting excess returns - case of the Nairobi Securities Exchange
(Strathmore University, 2015-12)The aim of this study was to test the applicability of a recursive modelling approach in modelling stock market returns in the Nairobi Securities Exchange. The dependent variable was the Nairobi Securities Exchange All ...