Modelling and Forecasting Volatility by GARCH models: The Empirical Evidence of China’s Stock Markets

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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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Bibliographic Details
Main Author:	Zhang, Jiahao
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2019
Online Access:	https://eprints.nottingham.ac.uk/57363/

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