The dynamic relationship of volatility, volume, and market depth in currency futures markets

HG Fung, GA Patterson - … of International Financial Markets, Institutions and …, 1999 - Elsevier
This study examines the dynamic interactions among return volatilities, volume, and market
depth for five currency futures markets. We use vector autoregressive analysis (VAR) to …
被引用次数：136 相关文章

The dynamic relationship of volatility, volume, and market depth in currency futures markets.

HG Fung, GA Patterson - digitalcommons.usf.edu
This study examines the dynamic interactions among return volatilities, volume, and market
depth for five currency futures markets. We use vector autoregressive analysis (VAR) to …

[引用][C] The dynamic relationship of volatility, volume, and market depth in currency futures markets

HG Fung, GA Patterson - Journal of International Financial …, 1999 - econpapers.repec.org
EconPapers: The dynamic relationship of volatility, volume, and market depth in currency
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[引用][C] The dynamic relationship of volatility, volume, and market depth in currency futures markets

HG Fung, GA Patterson - Journal of International Financial Markets …, 1999 - ideas.repec.org
The dynamic relationship of volatility, volume, and market depth in currency futures markets
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The dynamic relationship of volatility, volume, and market depth in currency futures markets

HG Fung, GA Patterson - … of International Financial Markets, Institutions & …, 1999 - infona.pl
This study examines the dynamic interactions among return volatilities, volume, and market
depth for five currency futures markets. We use vector autoregressive analysis (VAR) to …

[引用][C] The dynamic relationship of volatility, volume and market depth in currency futures markets.

HG Fung, GA Patterson - digitalcommons.usf.edu
"The dynamic relationship of volatility, volume and market depth in cur" by Hung-Gay Fung and
Gary A. Patterson Home Search Browse Collections My Account About DC Network Digital …