Intraday Return Dynamics Between Spot and Futures Markets Under Different Market Conditions-Threshold Trading Strategy

Intraday Return Dynamics Between Spot and Futures Markets Under Different Market Conditions-Threshold Trading Strategy
Author :
Publisher :
Total Pages : 74
Release :
ISBN-10 : OCLC:906870757
ISBN-13 :
Rating : 4/5 ( Downloads)
DOWNLOAD EBOOK
Book Synopsis Intraday Return Dynamics Between Spot and Futures Markets Under Different Market Conditions-Threshold Trading Strategy by : 胡又文

Download or read book Intraday Return Dynamics Between Spot and Futures Markets Under Different Market Conditions-Threshold Trading Strategy written by 胡又文 and published by . This book was released on 2014 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Intraday Return Dynamics Between Spot and Futures Markets Under Different Market Conditions-Threshold Trading Strategy Related Books

Intraday Return Dynamics Between Spot and Futures Markets Under Different Market Conditions-Threshold Trading Strategy
Language: en
Pages: 74

Intraday Return Dynamics Between Spot and Futures Markets Under Different Market Conditions-Threshold Trading Strategy

Authors: 胡又文
Categories:
Type: BOOK - Published: 2014 - Publisher:

DOWNLOAD EBOOK

Return Volatility Movements in Spot and Futures Markets
Language: en
Pages: 14

Return Volatility Movements in Spot and Futures Markets

Authors: Jeng-Hong Chen
Categories:
Type: BOOK - Published: 2014 - Publisher:

DOWNLOAD EBOOK

After the Debt Ceiling Bill was passed on August 2, 2011, the S&P 500 index returns volatility increased significantly until the end of 2011. This research inve
Advances in Collective Intelligence 2011
Language: en
Pages: 175

Advances in Collective Intelligence 2011

Authors: Jörn Altmann
Categories: Technology & Engineering
Type: BOOK - Published: 2012-01-12 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Collective intelligence has become an attractive subject of interest for both academia and industry. More and more conferences and workshops discuss the impact
Liquidity, Markets and Trading in Action
Language: en
Pages: 111

Liquidity, Markets and Trading in Action

Authors: Deniz Ozenbas
Categories: Business enterprises
Type: BOOK - Published: 2022 - Publisher: Springer Nature

DOWNLOAD EBOOK

This open access book addresses four standard business school subjects: microeconomics, macroeconomics, finance and information systems as they relate to tradin
Limit Order Books
Language: en
Pages: 242

Limit Order Books

Authors: Frédéric Abergel
Categories: Mathematics
Type: BOOK - Published: 2016-05-09 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the ord