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Volatility Spillover of the Agriculture Sector on the Nairobi Securities Exchange
by Chuchu Michael Nyangasi and John Olukuru
Journal of Finance and Economics. 2017, 5(2), 76-84. DOI: 10.12691/jfe-5-2-5
Pub. Date: April 06, 2017Views: 17733Downloads: 17740
volatility spillovers NSE VARMA-GARCH
Abstract Full Text PDF (327 KB) Full Text HTML Full Text ePUB (187 KB)
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