Modeling stock market return volatility in the presence of structural breaks
This study sought to model the stock market return volatility at the Nairobi Securities Exchange (NSE) in the presence of structural breaks. Using daily NSE 20 share index for the period 04/01/2010 to 29/12/2017, the market return volatility was modeled using different GARCH type models and takin...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Ümit Hacıoğlu
2019-08-01
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| Series: | International Journal of Research In Business and Social Science |
| Subjects: | |
| Online Access: | https://www.ssbfnet.com/ojs/index.php/ijrbs/article/view/308 |