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

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

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