The dynamic relationship of volatility, volume, and market depth in currency futures markets
Year of publication: |
1999
|
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Authors: | Fung, Hung-gay ; Patterson, Gary A. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 9.1999, 1, p. 33-59
|
Subject: | Währungsderivat | Currency derivative | Kapitaleinkommen | Capital income | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Theorie | Theory |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of international financial markets, institutions & money |
Source: | ECONIS - Online Catalogue of the ZBW |
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