Daily volatility behaviour in agricultural futures market

Daily volatility behaviour in agricultural futures market

This Applied Research Project investigates the effect of daily trading volume and open interest on the daily volatility of agricultural commodities futures. Past studies have shown that trading volume exhibits a positive relationship with return volatility while open interest is negatively correlate...

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書目詳細資料
Main Authors:	Ang, Kelly, Liang, Shibin, Lui, Duan Jie
其他作者:	Low Buen Sin
格式:	Final Year Project
語言:	English
出版:	2009
主題:	DRNTU::Business::Finance::Futures
在線閱讀:	http://hdl.handle.net/10356/15114
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University
語言:	English

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