The investor behavior and futures market volatility : a theory and empirical study based on the OLG model and high-frequency data
Yun Wang, Renhai Hua and Zongcheng Zhang
Year of publication: |
2011
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Authors: | Wang, Yun ; Hua, Renhai ; Zhang, Zongcheng |
Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 1.2011, 4, p. 388-407
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Subject: | Volatilität | Volatility | Overlapping Generations | Overlapping generations | Theorie | Theory | Anlageverhalten | Behavioural finance | Derivat | Derivative |
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