Volatility persistence of high-frequency returns in the Japanese government bond futures market
Weihua Shi; Cheng-F. Lee
| Year of publication: |
2008
|
|---|---|
| Authors: | Shi, Weihua ; Lee, Cheng F. |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 11.2008, 4, p. 511-530
|
| Subject: | Futures | Öffentliche Anleihe | Public bond | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schätzung | Estimation | Japan | 1998-2000 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003816725