Risk, return, and investor behavior in the Chinese equity market
This thesis comprises two chapters with a focus on volatility estimating, modeling and forecasting using intraday data in the Chinese stock market. The first chapter explores the performance of two types of estimators in volatility prediction: the realized volatility (RV) type and duration-based one...
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| Format: | Thesis (University of Nottingham only) |
| Language: | English |
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2020
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| Online Access: | https://eprints.nottingham.ac.uk/59407/ |