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Analysis of Asymmetric and Persistence in Stock Return Volatility in the Nairobi Securities Exchange Market Phases

by Ogega Haggai Owidi and Freshia Mugo-Waweru

Journal of Finance and Economics. 2016, 4(3), 63-73. DOI: 10.12691/jfe-4-3-1
Pub. Date: May 21, 2016Views: 25154 Downloads: 23459Like: 6Citations: 2

asymmetry bear behavior bull FIEGARCH persistence volatility

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