Modelling and Forcasting Volatility by ARMA-GARCH Models and the COVID-19-A Study of the Chinese Stock Market

Volatility of financial market is a worth considering aspect of option pricing, formulating investment portfolio management and market supervision strategies. The outbreak of the COVID-19 in 2020 has affected financial markets in entire world, and people are mainly concerned about the volatility of...

Full description

Bibliographic Details
Main Author: WANG, Meng
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2020
Online Access:https://eprints.nottingham.ac.uk/62749/