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

    Research areas

  • Government securities, Japan, Futures market