Volatility Forecasting in Stock Markets: Evidence from the Chinese Stock Market, the UK Stock Market, and the US Stock Market

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Volatility Forecasting in Stock Markets: Evidence from the Chinese Stock Market, the UK Stock Market, and the US Stock Market

The focus of this research is to model and forecast the volatility (conditional variance) of the Chinese, British and American stock markets. The related stock indices selected include HSI, SSEC, FTSE100, and DJIA indices. The prediction models studied in this research range from symmetric GARCH mod...

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Bibliographic Details
Main Author:	Wang, Lin
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2020
Online Access:	https://eprints.nottingham.ac.uk/62248/

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