An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models
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KeywordsEmerging Market; ARCH; conditional volatility; hedictability of returns;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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