The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility

✍ Scribed by Ronald D. Ripple; Imad A. Moosa

• Book ID: 116511882
• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 371 KB
• Volume: 20
• Category: Article
• ISSN: 1044-0283
• DOI: 10.1016/j.gfj.2009.06.001