Work

Using trading mechanisms to investigate large futures data and their implications to market trends

Year: 2016

Type: article

Source: Soft Computing

DOI: 10.1007/s00500-016-2162-6

Authors: Mu-En Wu, Chia-Hung Wang, Wei-Ho Chung

Institutions: Soochow University, Fujian University of Technology, Research Center for Information Technology Innovation, Academia Sinica, Academia Sinica

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Ministry of Science and Technology, Taiwan

Awards: On the Study of Empirical Data for the Phenomenon of Implied Volatility Skew in Taiwan Index Optiona and Its Applications, G5234522369

OpenAlex ID: W2406047486

FWCI: 7.237

Cites: 19

Cited by: 31

Related to: 10