مرکز منطقه ای اطلاع رساني علوم و فناوري - The dynamic relationship of volatility, volume, and market depth in currency futures markets

Title of article :

The dynamic relationship of volatility, volume, and market depth in currency futures markets

Author/Authors :

Hung-Gay Fung، نويسنده , , Gary A. Patterson، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

To page :

Keywords :

Currency futures , Vector autoregressive model

Journal title :

Journal of International Financial Markets, Institutions and Money

Serial Year :

1999

Journal title :

Journal of International Financial Markets, Institutions and Money

Record number :

189561

Link To Document :