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    Stock market volatility forecasting at the Nairobi Securities Exchange: a comparison between asymmetric GARCH models and neural networks 

    Rugut, Diana Chemutai (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 ...
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    Predictability of stock returns at Nairobi Securities Exchange 

    Mrabu, Omar Matano (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 ...

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    AuthorMrabu, Omar Matano (1)Rugut, Diana Chemutai (1)Subject
    Nairobi Securities Exchange (2)
    GARCH models (1)Neural networks (1)Stock market (1)Stock market volatility (1)Stock returns (1)... View MoreDate Issued2021 (2)Has File(s)Yes (2)

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