Open interest, volume, and volatility : evidence from Taiwan futures markets
Year of publication: |
2010
|
---|---|
Authors: | Yen, Stéphane M. ; Chen, Ming-hsiang |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 34.2010, 2, p. 113-141
|
Subject: | Terminbörse | Futures exchange | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | VAR-Modell | VAR model | ARCH-Modell | ARCH model | Taiwan | 1998-2007 |
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