financial econometric project
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Final12.docx
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Financial Econometrics Outline
Executive Summary
Contents Page
Chapter 1: Introduction to Stock Markets and Volatility
1.0 Introduction
1.1 UK Stock Market
1.2 US Stock Market
1.3 Other Global Stock Markets
1.4 Volatility Models
Chapter 2: Literature Review on Volatility Techniques
2.1 General Volatility
2.2 Simple Approaches
2.3 ARCH Model
2.4 IGARCH Model
2.5 GJR-GARCH Model
2.6 TGARCH Model
2.7 QGARCH Model
Chapter 3: Data
3.1 Data Graphs
3.2 Summary Statistics
3.3 Unit Root Tests
3.4 Distributions
Chapter 4: Results
4.1 Estimation Methodology
4.2 Estimation Results
4.3 Applications to Option Pricing
4.4 New Impact Curves
Chapter 5: Conclusions
Appendices
References
