Browsing 2nd International Conference by Author "Mwaniki, Joseph Ivivi"
Now showing items 1-1 of 1
-
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 ...