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

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"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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[28]	MODELLING AND FORECASTING OF THE VOLATILITY OF NIGERIAN STOCK EXCHANGE MARKET: TRADE VOLUME AND STRUCTURAL BREAKS …
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[31]	ANALYSIS OF INDIAN STOCK MARKET VOLATILITY USING SYMMETRIC AND ASYMMETRIC GARCH MODELS
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[1]	Modeling Returns Volatility of Selected Pharmaceutical Companies Listed in DSE of Bangladesh with GARCH Methods International Journal of Management and Accounting, 2022 DOI:10.34104/ijma.022.00210032

[2]	Mapping the Trend, Application and Forecasting Performance of Asymmetric GARCH Models: A Review Based on Bibliometric Analysis Journal of Risk and Financial Management, 2022 DOI:10.3390/jrfm15090406

[3]	Modeling asymmetric volatility of financial assets using univariate GARCH models: An Indian perspective Investment Management and Financial Innovations, 2022 DOI:10.21511/imfi.19(4).2022.20

[4]	Markov Regime-Switching Autoregressive Model of Stock Market Returns in Nigeria Central Bank of Nigeria Journal of Applied Statistics, 2021 DOI:10.33429/Cjas.11220.3/8

[5]	Volatility of BIST 100 Returns After 2020, Calendar Anomalies and Covid-19 Effect - 2020 Sonrası BIST 100 Getiri Volatilitesi, Takvim Anomalileri ve Kovid-19 Etkisi BDDK Bankacılık ve Finansal Piyasalar Dergisi, 2021 DOI:10.46520/bddkdergisi.986643

[6]	Modeling stock market return volatility in the presence of structural breaks International Journal of Research in Business and Social Science (2147- 4478), 2019 DOI:10.20525/ijrbs.v8i5.308

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