Is the corn futures market noisier? : the impact of high frequency quoting
Xiaoyang Wang, Philip Garcia & Scott H. Irwin
| Year of publication: |
2020
|
|---|---|
| Authors: | Wang, Xiaoyang ; García, Philip ; Irwin, Scott H. |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 25, p. 2730-2750
|
| Subject: | Corn futures market | excess variance | high frequency quoting | wavelet variance | Derivat | Derivative | Maismarkt | Maize market | Volatilität | Volatility | Getreide | Grain | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative | Mais | Maize |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2019.1696450 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012211091