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Browsing by Subject "Risk, GARCH, VaR, Volatility, Stock"

Browsing by Subject "Risk, GARCH, VaR, Volatility, Stock"

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  • Grace, Machuke; Mwita, P. N.; Kihoro, J. M. (International Journal of Science and Research, 2014-04)
    Value-at-Risk is an important concept in financial management, financial reporting and risk management. In this study, we have used this tool to assess risk in stocks listed in the Nairobi Stock Exchange. It is commonly ...