The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility
Year of publication: |
2009
|
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Authors: | Ripple, Ronald D. ; Moosa, Imad A. |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 20.2009, 3, p. 209-219
|
Subject: | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Fälligkeit | Maturity | Handelsvolumen der Börse | Trading volume | Australien | Australia | 1995-2000 |
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