Forecasting conditional volatility of returns by using the relationship among returns, trading volume, and open interest in commodity futures markets

Forecasting conditional volatility of returns by using the relationship among returns, trading volume, and open interest in commodity futures markets
Author :
Publisher :
Total Pages : 0
Release :
ISBN-10 : OCLC:1404722875
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Forecasting conditional volatility of returns by using the relationship among returns, trading volume, and open interest in commodity futures markets by : Sang-Hak Lee

Download or read book Forecasting conditional volatility of returns by using the relationship among returns, trading volume, and open interest in commodity futures markets written by Sang-Hak Lee and published by . This book was released on 2005 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Forecasting conditional volatility of returns by using the relationship among returns, trading volume, and open interest in commodity futures markets Related Books

Effect of Futures Trading on Spot Market Volatility
Language: en
Pages: 25
Authors: Brajesh Kumar
Categories:
Type: BOOK - Published: 2011 - Publisher:

DOWNLOAD EBOOK

This study investigates the relationship between futures trading activity and spot market volatility for agricultural, metal, precious metals and energy commodi
Price Volatility, Trading Volume, and Market Depth
Language: en
Pages: 36
Authors: Hendrik Bessembinder
Categories: Futures
Type: BOOK - Published: 1992 - Publisher:

DOWNLOAD EBOOK

An Analysis of Price Volatility, Trading Volume and Market Depth of Stock Futures Market in India
Language: en
Pages: 144
Authors: Srinivasan Kaliyaperumal
Categories: Business & Economics
Type: BOOK - Published: 2018-03-13 - Publisher: GRIN Verlag

DOWNLOAD EBOOK

Project Report from the year 2010 in the subject Business economics - Investment and Finance, , course: Ph. D, language: English, abstract: Every modern economy
Return Volatility, Cross-sectional Dispersion, and Trading Activity in the Equity and Futures Markets
Language: en
Pages: 36
Authors: Hendrik Bessembinder
Categories: Futures
Type: BOOK - Published: 1993 - Publisher:

DOWNLOAD EBOOK