Forecasting Volatility and Analyzing the Features of Volatility by three different methods- empirical study based on SSE 50ETF

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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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Bibliographic Details
Main Author:	Zou, YuanFang
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2019
Subjects:	Forecasting volatility of options GARCH-family model HAR-RV model Implied Volatility of options
Online Access:	https://eprints.nottingham.ac.uk/57520/

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