Oscar Carchano, Julio Lucia, Ángel Pardo

A New Perspective on the Relationship between Trading Variables and Volatility in Futures Markets

A New Perspective on the Relationship between Trading Variables and Volatility in Futures Markets

International Journal of Economics and Financial Issues

2017-Cilt: 7 Sayı: 2

397-407

volatility, open interest, trading volume, open and closed positions

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