Browsing Research and Publications by Author "Chacha, Winnie M."
Now showing items 1-2 of 2
-
Application of Conditional Autoregressive Value at Risk Model to Kenyan Stocks: A Comparative Study
Chacha, Winnie M.; Mwita, Peter N.; Muema, B. (Science Publishing Group, 2017-05-22)Value at Risk (VaR) became the industry accepted measure for risk by financial institutions and their regulators after the Basel I Accords agreement of 1996. As a result, many methodologies of estimating VaR models used ... -
Application of Conditional Autoregressive Value at Risk Model to Kenyan Stocks: A Comparative Study
Chacha, Winnie M.; Mwita, Peter N.; Muema, B. (Science Publishing Group, 2017-05-22)Value at Risk (VaR) became the industry accepted measure for risk by financial institutions and their regulators after the Basel I Accords agreement of 1996. As a result, many methodologies of estimating VaR models used ...