Open Journal of Statistics

Vol.5 No.5(2015), Paper ID 58866, 10 pages

DOI:10.4236/ojs.2015.55047

 

Implementation of the Estimating Functions Approach in Asset Returns Volatility Forecasting Using First Order Asymmetric GARCH Models

 

Timothy Ndonye Mutunga, Ali Salim Islam, Luke Akong’o Orawo

 

Department of Mathematics, Egerton University, Egerton, Kenya
Department of Mathematics, Egerton University, Egerton, Kenya
Department of Mathematics, Egerton University, Egerton, Kenya

 

Copyright © 2015 Timothy Ndonye Mutunga, Ali Salim Islam, Luke Akong’o Orawo et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Mutunga, T. , Islam, A. and Orawo, L. (2015) Implementation of the Estimating Functions Approach in Asset Returns Volatility Forecasting Using First Order Asymmetric GARCH Models. Open Journal of Statistics, 5, 455-464. doi: 10.4236/ojs.2015.55047.

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