Explain how to investigate the volatility spillover between Hongkong and mainland China stock markets.

Need write 4 Chapter:Chapter3. Data Analysis, Chapter4. Methodology Chapter 5. Empirical results, Chapter6.Conclusion. 3000words for Chapter3 and Chaoter4, 3000wrods for Chapter5, 1000words for Chapter6.

Data that was used include the stock market indices of mainland China and Hongkong. The mainland China stock market index is SSE composite Index, and the Hongkong index is Hangseng Index. The full sample period is from 1990s July to 2015 July. The data are daily. BEKK-GARCH model was used to investigate the volatility spillover between Hongkong and mainland China stock markets.

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