Modelling and Forecasting Volatility of Stock Index Return Using GARCH Models: an Empirical Evidence of Argentina

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Modelling and Forecasting Volatility of Stock Index Return Using GARCH Models: an Empirical Evidence of Argentina

Modelling and forecasting stock market volatility has been one of the most important topics in financial econometrics during the last years. In an attempt to contribute to empirical literature, this thesis examines stock return volatility in Argentine stock market and evaluates the forecasting perfo...

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Bibliographic Details
Main Author:	Xenofontos, Andreas
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2014
Online Access:	https://eprints.nottingham.ac.uk/27379/

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