FORCASTING VOLATILITY ON CHINA EQUITY
MARKET:
Evidence from Shanghai and Shenzhen stock exchange at index level

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FORCASTING VOLATILITY ON CHINA EQUITY MARKET: Evidence from Shanghai and Shenzhen stock exchange at index level

Abstract Purpose This paper focuses on comparing different models used in volatility forecasting and attempting to decide a “best” model for China’s security market. Design/methodology/approach Two investigated return series that are Shanghai Composite Index and Shenzhen Composite Index in China Se...

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Bibliographic Details
Main Author:	Jin, Shan
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2011
Online Access:	https://eprints.nottingham.ac.uk/25035/

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