The impact of launching Stock Index Futures on the volatility of the Chinese stock market
In order to make forecast on the spot market volatility after the launching of stock index futures in China, this dissertation used data from the Hong Kong stock market and the Indian stock market to do empirical analysis. Econometrics models used are the ARCH family models, including GARCH model, E...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2008
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| Online Access: | https://eprints.nottingham.ac.uk/21997/ |