Modelling and Forecasting Volatility by GARCH models: The Empirical Evidence of China’s Stock Markets
Abstract In recent two decades, modelling and forecasting stock market volatility have been very important research topic in the Chinese financial researchers’ community. A number of literatures have been discussed the characteristic of volatility in emerging markets. China’s stock market is perta...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2019
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| Online Access: | https://eprints.nottingham.ac.uk/57363/ |