The impact of launching Stock Index Futures on the volatility of the Chinese stock market

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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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Bibliographic Details
Main Author:	Liu, Mengxi
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2008
Subjects:	stock index futures volatility the Chinese stock market
Online Access:	https://eprints.nottingham.ac.uk/21997/

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