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"The dynamic relations among return volatility, trading imbalance, and ..."

An-Sing Chen, Hung-Gay Fung, Erin H. C. Kao (2008)

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DOI: 10.1016/J.MATCOM.2008.01.045

access: closed

type: Journal Article

metadata version: 2020-03-04

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An-Sing Chen, Hung-Gay Fung, Erin H. C. Kao:
The dynamic relations among return volatility, trading imbalance, and trading volume in futures markets. Math. Comput. Simul. 79(3): 429-436 (2008)

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