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 ...
    • Results on Robust Model Based Estimation in Finite Populations 

      Kikechi, Conlet Biketi; Simwa, Richard Onyino; Pokhariyal, Ganesh Prasad (Machakos University, 2018-04)
      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 ...