The dynamic relationship of volatility, volume, and market depth in currency futures markets
| Year of publication: |
1999
|
|---|---|
| Authors: | Fung, Hung-Gay ; Patterson, Gary A. |
| Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 9.1999, 1, p. 33-59
|
| Publisher: |
Elsevier |