State space modeling of price and volume dependence: Evidence from currency futures

✍ Scribed by Joseph McCarthy; Mohammad Najand

• Book ID: 102842797
• Publisher: John Wiley and Sons
• Year: 1993
• Tongue: English
• Weight: 703 KB
• Volume: 13
• Category: Article
• ISSN: 0270-7314
• DOI: 10.1002/fut.3990130402

✦ Synopsis

We wish to acknowledge that this article has benefited from the careful, detailed, and in-depth comments we received from an anonymous reviewer.