Search
Now showing items 1-2 of 2
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 ...
Predictability of stock returns at Nairobi Securities Exchange
(Strathmore University, 2021)
Stock market is regarded as a leading indicator of all possible changes in the economy as it reflects investors' expectations of future economic conditions. In this regard, stock investors are always concerned about the ...