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Browsing by Subject "GARCH Models, Volatility clustering, forecasting volatility, Leverage effect, Value-at-Risk"

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Title: Modeling USD/KES Exchange Rate Volatility using GARCH Models Author: Omari, Cyprian Ondieki; Mwita, Peter Nyamuhanga; Waititu, Antony Gichuhi Date: 2017-02

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