International Journal of Data Science and Analysis

Volume 4, Issue 4, August 2018

  • Modelling the Stock Price Volatility Using Asymmetry Garch and Ann-Asymmetry Garch Models

    Henry Njagi, Anthony Gichuhi Waititu, Anthony Wanjoya

    Issue: Volume 4, Issue 4, August 2018
    Pages: 46-52
    Received: 19 September 2018
    Accepted: 9 October 2018
    Published: 23 October 2018
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    Abstract: The stock price in developing countries, especially in Kenya, has become one of the market that supports the economy growth of a country. Due to the political instabilities in the Kenyan contest, stock price markets have been affected. As a consequence of the instabilities in the financial markets, this paper model the volatility associated with th... Show More
  • Robust Estimation of Finite Population Totals Using a Model Based Approach in the Presence of Two Auxiliary Variables

    Damaris Felistus Mulwa, George Otieno Orwa, Romanus Odhiambo

    Issue: Volume 4, Issue 4, August 2018
    Pages: 53-57
    Received: 16 October 2018
    Accepted: 31 October 2018
    Published: 14 November 2018
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    Abstract: The utilization of auxiliary information during surveys increases the accuracy of estimators, thereby giving more reliable estimates of the population parameters of interest. It has been established that the presence of more than one auxiliary variables, some more robust estimators can be formed by combining different estimators like product, ratio... Show More