Browsing School of Pure and Applied Sciences by Subject "Exchange"

Now showing items 1-1 of 1

    • Modelling the volatility of exchange rates in the Kenyan market 

      Maana, Isaya; Mwita, Peter N.; Odhiambo, Romanus (Academic Journals, 2010)
      This paper considers the application of the generalized autoregressive conditional heteroscedasticity process in the estimation of volatility in the Kenyan exchange rates. A quasi-maximum likelihood estimation procedure ...