The Impact of Trader Type on the Futures Volatility-Volume Relation
Author:
Affiliation:
1. Florida International University
2. Florida Atlantic University
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference44 articles.
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4. Intraday futures volatility and theories of market behavior;Daigler;Journal of Futures Markets,1997
5. Variance function estimation;Davidian;Journal of the American Statistical Association,1987
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