I need a person who can write a small (25-30 Pages) thesis paper on the above topic.
For this , helpful reading materials and books are as under:
1. Tsay (2010): Analysis of Financial Time Series, 3rd Edition. Wiley.
2. McNeil et al. (2015). Quantitative Risk Management: Concepts, Techniques and Tools Revised Edition
3. The original publications of Engle (1982) and Bollerslev (1986).
4. Further important literature
Helpful guideline to writing is attached, please look into it also. For data collection purposes R software tool must be used , which is free to download. For any further questions or confusions feel free to ask