The study, modelling and implications of realised volatility for Chinese stock index futures and spot markets
Realised volatility is a recently developed measure (Andersen et al., 2001), and it has attracted the attention of numerous economic researchers. This thesis aims to explore how realised volatility can be applied in Chinese capital markets in the area of shares and stock index futures, to investigat...
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University of Portsmouth
2017
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.720037 |