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Directional Realized Volatility
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Liquidity-Induced Dynamics in Futures Markets
Fagan, Stephen
;
Gencay, Ramazan
-
2008
positions by the two main trader classes in the market, namely hedgers and
speculators
. As positions become extreme, approaching …
Persistent link: https://www.econbiz.de/10011496054
Saved in:
2
Liquidity-Induced Dynamics in Futures Markets
Fagan, Stephen
;
Gencay, Ramazan
-
Economics and Econometrics Research Institute (EERI)
-
2008
positions by the two main trader classes in the market, namely hedgers and
speculators
. As positions become extreme, approaching …
Persistent link: https://www.econbiz.de/10005169577
Saved in:
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