Multivariate information dynamics between prices and futures trading volume
by Allan Hodgson and Abul Masih and Rumi Masih
| Year of publication: |
1998
|
|---|---|
| Authors: | Hodgson, Allan ; Masih, Abdul Mansur M. ; Masih, Rumi |
| Publisher: |
Joondalup, WA |
| Subject: | Handelsvolumen der Börse | Trading volume | Derivat | Derivative | Börsenkurs | Share price | Informationswert | Information value | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Australien | Australia |
| Extent: | 43 Bl. : graph. Darst |
|---|---|
| Series: | School of Finance and Business Economics working paper series. - Joondalup, WA, ZDB-ID 2098837-0. - Vol. 98,1 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| ISBN: | 0-7298-0399-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000992991