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Abraham Kisembe Wawire

Observed name: Abraham Wawire
Institution: KCA University
Observed institution: KCA University
ORCID: 0009-0009-4006-8265
Observed ORCID: 0009-0009-4006-8265
OpenAlex ID: A5094665658
Horizon- and Regime-Dependent Performance of GARCH-Type Models: Evidence from Volatility Forecasting in a Frontier Market
2026 · Abraham Kisembe Wawire, Christine Nanjala Simiyu, et al. · International Journal of Financial Studies · 1
Understanding Volatility Transmission from Global Commodity Shocks to Frontier Financial Markets: Machine Learning, Nonlinearities, and State Dependence in Kenya
2026 · Abraham Kisembe Wawire, Christine Nanjala Simiyu, et al. · Journal of risk and financial management · 1
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A Hybrid FIGARCH–LSTM Early Warning System for Volatility Regime Transitions in a Frontier Market: Evidence from Kenya
2026 · Abraham Kisembe Wawire, Christine Nanjala Simiyu, et al. · Journal of risk and financial management
Break-Adjusted GARCH Versus Deep Learning: Multi-Horizon Volatility Forecasts for Kenyan Equity, Currency and Global Oil Markets
2026 · Abraham Kisembe Wawire, Christine Nanjala Simiyu, et al. · Preprints.org
From Brent Crude Oil to Kenyan Markets: Volatility Spillovers and Time-Varying Financial Dependence
2026 · Munene Laiboni, Rogers Ochenge, et al. · SSRN Electronic Journal
PDF
Firm Characteristics and Operational Efficiency of Agricultural Firms Listed at Nairobi Securities Exchange in Kenya
2021 · Abraham Kisembe Wawire, Michael. N. Njogo · Research Journal of Finance and Accounting
PDF
Works count: 6
Citation count: 2
H-index: 1
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