A comprehensive study of volatility in the Japanese government bond futures market using high frequency returns

  • Weihua SHI

Student thesis: Doctoral Thesis

Date of Award3 Oct 2001
Original languageEnglish
Awarding Institution
  • City University of Hong Kong
SupervisorJun CAI (Supervisor) & Vikas KAKKAR (Supervisor)

Keywords

  • Government securities
  • Japan
  • Futures market

Cite this

Links

'