Work

Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach

Year: 2019

Type: article

Source: Econometrics and Statistics

DOI: 10.1016/j.ecosta.2019.05.002

Author: Robert L. Czudaj

Institution: Chemnitz University of Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Zero hunger

Open Access status: closed

OpenAlex ID: W2945537495

FWCI: 3.611

Cites: 63

Cited by: 17

Related to: 10