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    • Modeling USD/KES Exchange Rate Volatility using GARCH Models 

      Omari, Cyprian O.; Mwita, Peter N.; Waititu, Antony G. (IOSR Journal of Economics and Finance (IOSR-JEF), 2017-02)
      this paper the generalized autoregressive conditional heteroscedastic models are applied in modeling exchange rate volatility of the USD/KES exchange rate using daily observations over the period starting 3rd January 2003 ...