MODELLING AND FORECASTING VOLATILITY BY GARCH-TYPE MODELS: THE CASE OF VIETNAM STOCK EXCHANGE

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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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Bibliographic Details
Main Author:	Mai, Thi Thanh Hien
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2008
Subjects:	volatility GARCH forecast emerging market
Online Access:	https://eprints.nottingham.ac.uk/22017/

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