Open interest, volume, and volatility: evidence from Taiwan futures markets

Stéphane Yen () and Ming-Hsiang Chen ()

Journal of Economics and Finance, 2010, vol. 34, issue 2, 113-141

Keywords: Open Interest; Trading Volume; Volatility; VAR; GARCH; G15 (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s12197-009-9089-z

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