Volatility, trading volume and open interest in futures markets
Year of publication: |
2016
|
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Authors: | Floros, Christos ; Salvador, Enrique |
Published in: |
International journal of managerial finance : IJMF. - Bingley : Emerald, ISSN 1743-9132, ZDB-ID 2364568-4. - Vol. 12.2016, 4, p. 629-653
|
Subject: | Futures | GARCH | Volatility | Open interest | Trading volume | Volatilität | Handelsvolumen der Börse | ARCH-Modell | ARCH model | Derivat | Derivative |
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