Kalovwe, Sebastian KawetoMwaniki, Joseph IviviSimwa, Richard Onyino2024-09-182024-09-182022Kalovwe, S. K., Mwaniki, J. I., & Simwa, R. O. (2022). On Stock Market Asymmetric Volatility. Far East Journal of Theoretical Statistics0972-0863https://repository.daystar.ac.ke/handle/123456789/5164Journal ArticleThis 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 volatilityenstock returnsvolatility asymmetryvolatility persistenceGARCHtype modelsArticle