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

日本國債期貨市場收益波動性的高頻數據綜合硏究

Student thesis: Doctoral Thesis

View graph of relations

Author(s)

  • Weihua SHI

Related Research Unit(s)

Detail(s)

Awarding Institution
Supervisors/Advisors
Award date3 Oct 2001

Link(s)

Permanent Link https://scholars.cityu.edu.hk/en/theses/theses(68f577ac-d0aa-49b0-9ebc-550909d46e27).html
Other link(s)

Links

    Research areas

  • Government securities, Japan, Futures market