Chung Kwong-leung. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2001. / Includes bibliographical references (leaves 80-84). / Abstracts in English and Chinese. / ACKNOWOLEDGMENTS --- p.iii / LIST OF TABLES --- p.iv / LIST OF ILLUSTRATIONS --- p.vi / CHAPTER / Chapter ONE --- INTORDUCTION --- p.1 / Chapter TWO --- LITERATURE REVIEW --- p.5 / Volatility / ARCH Models / The Accuracy of ARCH Volatility Estimates / Chapter THREE --- METHODOLOGY --- p.11 / Testing and Estimation / Simulation / Chapter FOUR --- DATA DESCRIPTION AND EMPIRICAL RESULTS --- p.29 / Data Description / Testing and Estimation Results / Simulation Results / Chapter FIVE --- CONCLUSION --- p.45 / TABLES --- p.49 / ILLUSTRATIONS --- p.58 / APPENDICES --- p.77 / BIBOGRAPHY --- p.80
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_323543 |
| Date | January 2001 |
| Contributors | Chung, Kwong-leung., Chinese University of Hong Kong Graduate School. Division of Economics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, vii, 84 leaves : ill. ; 30 cm. |
| Coverage | China, Hong Kong, China, Hong Kong, China, Hong Kong |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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