Browse by Authors
Number of items: 1. WANG, Meng (2020) Modelling and Forcasting Volatility by ARMA-GARCH Models and the COVID-19-A Study of the Chinese Stock Market. [Dissertation (University of Nottingham only)] |
Browse by Authors
Number of items: 1. WANG, Meng (2020) Modelling and Forcasting Volatility by ARMA-GARCH Models and the COVID-19-A Study of the Chinese Stock Market. [Dissertation (University of Nottingham only)] |