SU+ Digital Repository
metadata only
Volatility clustering and persistence in Kenyan financial markets: a GARCH approach
Full - text undergraduate research project
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Belief merging and revision under social influence: An explanation for the volatility clustering puzzle#499809
- Nonlinearities and financial contagion in Latin American stock markets#947553
- Assessing the impact of volatility on expected stock return#938752
- The GCC's regional roller coaster: Do regional factors affect stock market dynamics in the GCC Region? Evidence from non-parametric quantile regression#164085
- Macroeconomic Determinants and Global Islamic Market Linkages of the Jakarta Islamic Index#936797
Record · ID 1068186
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive