An Empirical Study on the Volatility based on SSE 50ETF

QR Code

An Empirical Study on the Volatility based on SSE 50ETF

The rapid development of financial derivatives trading has a strong appeal to many investors. When investors are trading, it not only brings them profits but also brings risks. As an essential parameter of risk measurement, volatility has always been one of the core contents of financial research. O...

Full description

Bibliographic Details
Main Author:	Zhang, Shengnan
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2019
Online Access:	https://eprints.nottingham.ac.uk/57544/

Similar Items

Forecasting Volatility and Analyzing the Features of Volatility by three different methods- empirical study based on SSE 50ETF
by: Zou, YuanFang
Published: (2019)

ETFs Volatility Spillover on South-East Asian Equity Markets with Intraday and Daily Empirical Evidence
by: Rawat, Sundas
Published: (2015)

Retrofitting of ETFE roofs
by: Beccarelli, Paolo, et al.
Published: (2017)

Thermal performance analysis of ETFE-foil panels and spaces enclosed with ETFE-foil cushion envelope
by: Afrin, Sabrina
Published: (2017)

Performance analysis and pricing efficiency of Exchange Traded Funds(ETFs) during the interest rate hikes: the comparison between equity ETFs and fixed income ETFs in the U.S
by: Chong, Ken Hung
Published: (2020)

The Performance and Pricing Efficiency of China ETFs
by: Tsui, King Lun
Published: (2012)

SOSMA, POCA & POTA. A critical discussion of its sse & application
by: Mokhtar, Khairil Azmin
Published: (2017)

An evaluation of thermal and lighting performance within an ETFE structure
by: Martin, Benjamin A.J., et al.
Published: (2016)

Understanding light in lightweight fabric (ETFE foil) structures through field studies
by: Lau, Benson, et al.
Published: (2016)

Optical aspects and energy performance of switchable ethylene-tetrafluoroethylene (ETFE) foil cushions
by: Flor, Jan-Frederik, et al.
Published: (2018)

Exchange-Traded Funds (ETFs) Performance in Emerging Markets Before and After Financial Crisis
by: Tang, Mengxi
Published: (2015)

Halal purchasing strategies of MSEs in the Malaysian food industry: An exploratory study on the potential sse of CAQDAS in the qualitative evaluation of multiple case studies
by: Nurulfaraiza, Ariffin, et al.
Published: (2024)

The Determinants of Capital structure: Evidence from the Real Estate Industry and the Electronic and Electrical Equipment Industry listed on the SSE
by: YANG, YUCHUN
Published: (2017)

Switchable ETFE façades: A study on the thermo-optical, daylighting and energy performance of climate adaptive building envelopes
by: Flor, Jan-Frederik
Published: (2021)

Modeling the volatility of cryptocurrencies: an empirical application of stochastic volatility models
by: Zahid, Mamoona, et al.
Published: (2020)

Modelling and Forecasting Volatility by GARCH models: The Empirical Evidence of China’s Stock Markets
by: Zhang, Jiahao
Published: (2019)

THE EMPIRICAL STUDY OF INTEREST RATE VOLATILITY IN TAIWAN BOND MARKET
by: Chen, Yu-Ching
Published: (2009)

Stock Return Volatility and the Determinants: An Empirical Study of the US Market
by: Hsu, Chia-Luan
Published: (2009)

An empirical study on volatility in the Malaysian stock market / Suppayah Sinakalai.
by: Sinakalai, Suppayah
Published: (2011)

Macroeconomic Determinants Of Stock Market Volatility: An Empirical Study Of Malaysia And Indonesia
by: Nikmanesh, Lida, et al.
Published: (2016)

Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model
by: CHEONG, C
Published: (2008)

Analysis of the impact of the margin trading system and stock market volatility in mainland China —Base on an empirical study
by: Ao, Xinyi
Published: (2022)

An empirical test of implied volatility in Singaporean structured warrants
by: Samsudin, Najmi Ismail Murad, et al.
Published: (2018)

50/50 Sharing and the Contemporary Context
by: Ansted, Darryn, et al.
Published: (2011)

Industry 5.0 and Education 5.0: Transforming Vocational Education through Intelligent Technology
by: Zhang, Hongli, et al.
Published: (2024)

PRN Sabah 50-50, saingan sengit
by: Jalil, Zulkifli
Published: (2020)

Hubungan di antara status Sosio Ekonomi (SSE) keluarga dengan pencapaian akademk : satu kajian ke at as pelajar aliran teknikal di Sekolah Menengah Teknik Negeri Sembilan
by: Mat Il, Mohd Zainal
Published: (2004)

Implied Volatility Futures Trading Activity and Impacts on Asian Stock Market: An Empirical study
by: Pham, Duc Nam Trung
Published: (2014)

Hubungan di antara status sosio ekonomi (SSE) keluarga dengan pencapaian akademik : satu kajian ke atas pelajar aliran teknikal di Sekolah Menengah Teknik Negeri Sembilan
by: Mat Il, Mohd Zainal
Published: (2004)

UPM improves on top 50 under 50 rankings
by: Rajaendram, Rebecca
Published: (2019)

Modeling and Forecasting Volatility: An Empirical Evidence from the Bombay Stock Exchange
by: Thakker, Jai
Published: (2011)

Volatility Correlation Dynamics Between the US and Asia-Pasific. Empirical Evidence
by: Zhou, Huimin
Published: (2016)

Asymmetry and long-memory volatility: Some empirical evidence using GARCH
by: WENCHEONG, C, et al.
Published: (2007)

Properties of ENR-50 based electrolyte system
by: Zainal, N., et al.
Published: (2013)

The role of implied volatility in volatility combining forecasts
by: Ho, Jen Sim, et al.
Published: (2024)

The impact of GST implementation on the Malaysian stock market index volatility: an empirical approach
by: Haron, Razali, et al.
Published: (2018)

Modeling and forecasting volatility of index return: an empirical evidence of FTSE 100 Index
by: ZHU, Lin
Published: (2013)

Impact of exchange rate volatility on trade: empirical evidence for the East Asian economies
by: Chee, Wooi Hooy, et al.
Published: (2015)

Nonparametric specification tests for stochastic volatility models based on volatility density
by: Zu, Yang
Published: (2015)

UPM, UTM and Taylor's make QS Top 50 under 50
by: Rafidi, Rayyan
Published: (2020)