Abstract
Chapter 1 Introduction
1.1 Statement and Significance of the Problem
1.2 Literature Review
1.2.1 Air Pollution Studies
1.2.2 Air pollution Forecasting
1.2.3 Volatility Studies
1.2.4 Regional Nature of the Air Pollution
1.2.5 Inter Region Contagion of Air Pollution
1.2.6 Seasonality of Air Pollution
1.2.7 Copula Model
1.3 Principles,Models,Rationale or Hypothesis
1.4 Objectives of Study
1.5 Scope of Study
1.6 Definitions
1.6.1 Air Pollution Index
1.6.2 Region
1.6.3 Season
1.7 0verview
Chapter 2 Methodology
2.1 Univariate Model
2.1.1 GARCH Model
2.1.2 GJR-GARCH
2.1.3 EGARCH
2.1.4 GARCH in Mean
2.1.5 Models with Dummy
2.2 Multi-variate Model
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Chapter 3 Air Pollution Uncertainty Modelling Based on Urban API: A Case of Beljing,China
Chapter 4 Seasonality,Dynamic Correlations between Urban Air Pollution Indices and Corresponding RegionaI,National Levels in Ch:ina
Chapter 5 Modeling Dependence Dynamics of Air Pollution: Time Series Analysis Using a Copula Based GARCH Type Model
Chapter 6 Conclusion
References