IOSR-JBM   Volume-19 ~ Issue-7 ~ July-2017

Abstract: The present study empirically investigates and examine seven models of volatility forecasting, namely unconditional standard deviation (also written as Long Term Moving Volatility), Standard GARCH (Generalized Autoregressive Conditional Heteroscedasticity) model, GJR-GARCH model, Exponential GARCH model (eGARCH), Asymmetric Power GARCH model (apGARCH), Component Standard GARCH model (csGARCH) , and Option Implied Volatility model to gauge the most appropriate model of volatility forecasting in Nifty constituent companies. The assessment of risk and determination of price of the asset class is primarily dependent on the volatility calculated for the class of asset. In view of obtaining precision in the process of determining the price of the option and making hedging most effective, it's imperative to have the most appropriate method of calculating the volatility...........

Keywords: Black-Scholes model, GARCH Family Models, Standard Deviation, Volatility

[1] S. Bandivadekar and S. Ghosh, Derivatives and volatility on Indian stock markets, Reserve Bank of India Occasional Papers, 24(3), 2003, 187–201.
[2] F. Black and M. Scholes, the Valuation of Option Contracts and a Test of Market Efficiency, The Journal of Finance, 27(2), 1972, 399–417.
[3] F. Black and M. Scholes, The pricing of options and corporate liabilities, The journal of political economy, 1973, 637–654.
[4] T. Bollerslev, Generalized autoregressive conditional heteroscedasticity, Journal of econometrics, 31(3), 1986, 307–327.
[5] Z. Ding, C. W. Granger, and R.F. Engle, A long memory property of stock market returns and a new model,Journal of empirical finance, 1(1), 1993, 83–106.

Abstract: TStrategic leadership, is an ability by the leader to anticipate, prepare and position for the future; It has also been observed to be the leaders ability to anticipate, create a vision, empower others and exercise flexibility, to create a strategic and viable future of the organization. Leaders who are strategic leaders formulate the goals and strategies for the organization. They do this by developing structures and processes that impact the present and future performance of the organization. They are experienced, senior leaders that are knowledgeable and have the ability to create a vision and execute plans and make significant decisions in the dynamic environment. This study sought to examine the influence of strategic leadership style on academic performance of National Schools in Kenya. The study recommended that the national schools should emphasize the role of strategy leadership styles with view of improving on the academic performance of their schools..........

Keywords: Academic Performance, Strategic Leadership Style,

[1] Ackers, J., & Hardman, F. (2001). Classroom interaction in Kenya Primary schools. British Association for International and Comparative Education, 31(2) 245-261.
[2] Adair, J. (2002). Effective Strategic Leadership. London: Macmillan.
[3] Advance Business Consulting . (2015, 6 29). http://www.advancebusinessconsulting.com/. Retrieved from Advance Businesss Consulting : http://www.advancebusinessconsulting.com/advance!/strategic-alignment.aspx
[4] Alchian A, D. H. (1972). Production, Information cost and economic organization. American Economic Review, 777-95.
[5] Altschuld, J. W. (1995). Assessing the effectiveness of research organizations. Evaluation Review, 197-216. Retrieved from http://dx.doi.org/10.1177/0193841X9501900205

Abstract: The role of leadership in a school is of importance to the academic performance of the school which is its core mandate. The school principal or head teacher is the head of the school and performs critical functions that dictate on the academic performance of the school. The school principals are charged with five major roles including administering the approved school curriculum, school finance and business, staff and students in the school, school plant and equipment and school community relations. The principal as the chief executive is the overall in charge of the school and is responsible for the quality of the school. S/he supervises the whole school programs and bears the ultimate responsibility for the overall school performance, proficiency and effectiveness including the competency of all school programs............

Keywords: Academic Performance, Strategy Execution

[1] Ackers, J., & Hardman, F. (2001). Classroom interaction in Kenya Primary schools. British Association for International and Comparative Education, 31(2) 245-261.
[2] Adair, J. (2002). Effective Strategic Leadership. London: Macmillan.
[3] Advance Business Consulting . (2015, 6 29). http://www.advancebusinessconsulting.com/. Retrieved from Advance Businesss Consulting : http://www.advancebusinessconsulting.com/advance!/strategic-alignment.aspx
[4] Alchian A, D. H. (1972). Production, Information cost and economic organization. American Economic Review, 777-95.
[5] Altschuld, J. W. (1995). Assessing the effectiveness of research organizations. Evaluation Review, 197-216. Retrieved from http://dx.doi.org/10.1177/0193841X9501900205.