Forecasting Volatility and Analyzing the Features of Volatility by three different methods- empirical study based on SSE 50ETF
Abstract China financial capital market has attracted great attention since it was booming fast. Until 2016 (after 26 years the Shanghai Stock Exchange Market was established), the value of Shanghai Stock Exchange Market reached 29463744 billion RMB which roughly equals to 3440532 billion pounds...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2019
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| Online Access: | https://eprints.nottingham.ac.uk/57520/ |