MODELLING AND FORECASTING VOLATILITY BY GARCH-TYPE MODELS: THE CASE OF VIETNAM STOCK EXCHANGE
A number of previous studies have been devoted to investigate properties of volatility in emerging markets. In attempt to contribute to literature, this dissertation examines stock return volatility in Vietnam stock market. The empirical investigation is conducted by means of alternative GARCH model...
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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/22017/ |