Volatility in financial markets
Description
The dissertation topic is volatility in financial markets, i have selected 3 subindexes from medical, natural resources and technology to showcase volatility financial markets. I have attached daily return data for each subindex from bloomberg from 2006-2019 as well as my working files from eviews performing volatility tests. The eviews working files are incomplete as 2 steps are missing (remaining arch effect test and forecasting but without the dummies in the model). I also attached general methodology file where the professor outlined how to do the eview file and test for volatility. Additionally there is a specific dissertation structure file which shows how the paper needs to be structured. Also there are 2 papers attached showcasing how the tables needs to be arranged and generally it is a model paper (an example on gold 1-s2.0-s1057…) and a book reference that must be used to write the dissertation ( estimating stock market volatility…) also i have attached lecture notes from the professor relating to my dissertation topic
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