The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility
Ronald D. Ripple; Imad A. Moosa
| Year of publication: |
2009
|
|---|---|
| Authors: | Ripple, Ronald D. ; Moosa, Imad A. |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 20.2009, 3, p. 209-219
|
| Subject: | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Fälligkeit | Maturity | Handelsvolumen der Börse | Trading volume | Australien | Australia | 1995-2000 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003921962