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Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Granger Causality."

  • Updated Aug 24, 2023
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The project actually analyses the stock market changes and also predicts the upcoming fluctuations in the level of stock market. The project is going to cover some very important factor in the stock market sector like ''daily return of stock on average'', ''moving average of various stocks'', ''correlation between different stocks closing prices…

  • Updated Aug 17, 2020
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