Browsing Machakos University Journal of Science and Technology by Author "Simwa, Richard Onyino"
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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 ... -
Results on Robust Model Based Estimation in Finite Populations
Kikechi, Conlet Biketi; Simwa, Richard Onyino; Pokhariyal, Ganesh Prasad (MksU Press, 2021-06)In this article, we present results on nonparametric regression for estimating unknown finite population totals in a model based framework. Consistent robust estimators of finite population totals are derived using the ...