An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models

Georges Ogum, Francisca M. Beer, Geneviève Nouyrigat
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Georges Ogum, Francisca M. Beer, Geneviève Nouyrigat: La Sierra University, California

Frontiers in Finance and Economics, 2004, vol. 1, issue 2, 101-115

Keywords: Emerging Market; ARCH; conditional volatility; hedictability of returns (search for similar items in EconPapers)
JEL-codes: C14 G14 G15 (search for similar items in EconPapers)
Date: 2004
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