On Stock Market Asymmetric Volatility

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dc.contributor.authorKalovwe, Sebastian Kaweto
dc.contributor.authorMwaniki, Joseph Ivivi
dc.contributor.authorSimwa, Richard Onyino
dc.date.accessioned2024-09-18T09:24:17Z
dc.date.available2024-09-18T09:24:17Z
dc.date.issued2022
dc.descriptionJournal Article
dc.description.abstractThis study utilized GARCH-type models to model the relationship between stock returns and its volatility in addition to investigating the asymmetric volatility of both emerging and developed markets. The effect of including trading volume in the conditional variance of GARCH-type models on volatility asymmetry and volatility
dc.identifier.citationKalovwe, S. K., Mwaniki, J. I., & Simwa, R. O. (2022). On Stock Market Asymmetric Volatility. Far East Journal of Theoretical Statistics
dc.identifier.issn0972-0863
dc.identifier.urihttps://repository.daystar.ac.ke/handle/123456789/5164
dc.language.isoen
dc.publisherFar East Journal of Theoretical Statistics
dc.relation.ispartofseriesVol 66
dc.subjectstock returns
dc.subjectvolatility asymmetry
dc.subjectvolatility persistence
dc.subjectGARCHtype models
dc.titleOn Stock Market Asymmetric Volatility
dc.typeArticle

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