Modeling Stock Market Volatility Using GARCH Models: A Case Study of Nairobi Securities Exchange (NSE)

Open Journal of Statistics

ISSN Print: 2161-718X
ISSN Online: 2161-7198
www.scirp.net/journal/ojs
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Citations

"Modeling Stock Market Volatility Using GARCH Models: A Case Study of Nairobi Securities Exchange (NSE)"
written by Arfa Maqsood, Suboohi Safdar, Rafia Shafi, Ntato Jeremiah Lelit,
published by Open Journal of Statistics, Vol.7 No.2, 2017

has been cited by the following article(s):

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