Browsing by Subject "Markov-Switching GARCH"

Now showing items 1-2 of 2

    • MODELING STOCK RETURNS VOLATILITY USING REGIME SWITCHING MODELS 

      Kalovwe, Sebastian Kaweto; Mwaniki, Joseph Ivivi; Simwa, Richard Onyino (Machakos University, 2019-04)
      This paper seeks to model the dynamic relationship between stock market returns, volatility and trading volume in both developed and emerging stock markets. Modeling stock returns volatility has a tremendous reflection ...

    • Modeling Stock Returns Volatility Using Regime Switching Models 

      Kaweto, Kalovwe, Sebastian; Mwaniki, Joseph Ivivi; Simwa, Richard Onyino (MksU Press, 2021-06)
      This paper seeks to model the dynamic relationship between stock market returns, volatility and trading volume in both developed and emerging stock markets. Modeling stock returns volatility has a tremendous reflection ...