Modelling Stochastic Volatility in the Kenyan Securities Market Using Hidden Markov Models

ISSN Print: 2167-9533
ISSN Online: 2167-9541
www.scirp.net/journal/jfrm
E-mail: [email protected]

Citations

"Modelling Stochastic Volatility in the Kenyan Securities Market Using Hidden Markov Models"
written by Matilda B. Bosire, Samuel Chege Maina,
published by Journal of Financial Risk Management, Vol.10 No.3, 2021

has been cited by the following article(s):

[1]	확률적 변동성을 가진 은닉마르코프 모형을 통한 비트코인 가격의 변동성 추정
	응용통계연구, 2023

[2]	Reliability Optimization Analysis of Enterprise Financial Management System Using the Markov Model
	Mobile Information Systems, 2022

[3]	Hidden Markov model with stochastic volatility for estimating bitcoin price volatility

[1]	Application of Markov Process Algorithm Based on Mobile System Security in Financial Risk Model Computational Economics, 2025 DOI:10.1007/s10614-025-11038-4

[2]	Performance Accuracy of Modified Hybrid Geometric Brownian Motion Kalman Filter and Markov Switching Methods in Indonesian Stock Prices Forecasting 2025 8th International Seminar on Research of Information Technology and Intelligent Systems (ISRITI), 2025 DOI:10.1109/ISRITI68345.2025.11393210

[3]	Hidden Markov model with stochastic volatility for estimating bitcoin price volatility Korean Journal of Applied Statistics, 2023 DOI:10.5351/KJAS.2023.36.1.085

[4]	Reliability Optimization Analysis of Enterprise Financial Management System Using the Markov Model Mobile Information Systems, 2022 DOI:10.1155/2022/4829902