Browsing School of Pure and Applied Sciences by Author "Nassiuma, D.K."

Now showing items 1-2 of 2

    • Application of extreme value theory in the estimation of value at risk in Kenyan stock market 

      Koima, J.K.; Mwita, Peter N.; Nassiuma, D.K. (Int. J. Cur. Tr. Res, 2013)
      Most financial institutions have faced a lot of losses due to the fluctuations of commodities prices. Traditionally normal distribution was applied and could not capture rare events which caused enormous losses. The ...

    • Volatility Estimation of Stock Prices using Garch Method 

      J.K, Koima; Mwita, Peter N.; Nassiuma, D.K. (European Journal of Business and Management, 2015)
      Economic decisions are modeled based on perceived distribution of the random variables in the future, assessment and measurement of the variance which has a significant impact on the future profit or losses of particular ...