PREDICTABILITY OF GARCH-TYPE MODELS IN ESTIMATING STOCK RETURNS VOLATILITY. EVIDENCE FROM KENYA.
| Autor: | Karugano, Ruthlily Wanjiru1 ruthlilyw@gmail.com, Kariuki, Samuel Nduati2 kariuki.samuel@embuni.ac.ke, Kariuki, Peter Wang'ombe3 pkariuki3@gmail.com |
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| Zdroj: | International Journal of Professional Business Review (JPBReview). 2023, Vol. 8 Issue 11, p1-12. 12p. |
| Databáze: | Business Source Ultimate |
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