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...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2020
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| Online Access: | https://eprints.nottingham.ac.uk/62749/ |