Trading volume and serial correlation in crude oil futures returns
Hua Wang, Weige Huang
| Year of publication: |
2021
|
|---|---|
| Authors: | Wang, Hua ; Huang, Weige |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 8.2021, 4, p. 1-11
|
| Subject: | Crude oil futures | high frequency data | serial correlation | trading volume | Handelsvolumen der Börse | Trading volume | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Korrelation | Correlation | Autokorrelation | Autocorrelation | Kapitaleinkommen | Capital income | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S242478632150016X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012815122