Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "GARCH models"
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Stock market volatility forecasting at the Nairobi Securities Exchange: a comparison between asymmetric GARCH models and neural networks
(Strathmore University, 2021)In this study, we conducted a comparative study on the volatility forecasting models focusing on the asymmetric GARCH models and the Artificial Neural Networks. The study focused on the Nairobi Securities Exchange and used ...