Daily volatility behavior in Chinese futures markets

Journal of International Financial Markets, Institutions and Money

Volumn 14, Issue 5, 2004, Pages 491-505

  Chan, Kam C ^a   Fung, Hung Gay ^b   Leung, Wai K ^c  

^a WESTERN KENTUCKY UNIVERSITY   (United States)

^b UNIVERSITY OF MISSOURI ST LOUIS   (United States)

^c CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Chinese futures markets; Large volume; Volatility

Indexed keywords

EID: 3342882579     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2004.01.002     Document Type: Article

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