Information arrival between price change and trading volume in crude palm oil futures market : a non-linear approach
You-How Go, Wee-Yeap Lau
| Year of publication: |
August 2016
|
|---|---|
| Authors: | Go, You-How ; Lau, Wee-Yeap |
| Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4637, ZDB-ID 2897101-2. - Vol. 3.2016, 3, p. 79-91
|
| Subject: | Price Change-Volume Dynamics | AR-GARCH Model | Cross-Correlation Function | Causality-in-Variance | Dependence Causality | Palmöl | Palm oil | Börsenkurs | Share price | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Preis | Price | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.13106/jafeb.2016.vol3.no3.79. [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011689555