WANJUKI, T. M.; LUMUMBA, V. W.; KIMTAI, E. K.; MBALUKA, M. K.; NJOROGE, E. W. Comparative Analysis of GARCH-Based Volatility Models of Financial Market Volatility: A Case of Nairobi Security Market PLC, Kenya. European Journal of Mathematics and Statistics, [S. l.], v. 5, n. 4, p. 1–18, 2024. DOI: 10.24018/ejmath.2024.5.4.310. Disponível em: https://ej-math.org/index.php/ejmath/article/view/310. Acesso em: 18 may. 2025.