Open AccessA Study on the Trading Volume’s Information Spillover, Volatility Cluster and Leverage Effect in Won/Dollar Futures Market
Author(s) -
Chunghyo Hong
Publication year - 2018
Publication title -
jaemu gwalli yeongu/jae'mu gwanri yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2734-0759
pISSN - 1225-0759
DOI - 10.22510/kjofm.2018.35.4.005
Subject(s) - futures contract , spillover effect , leverage (statistics) , futures market , volatility (finance) , liberian dollar , leverage effect , economics , business , financial economics , monetary economics , autoregressive conditional heteroskedasticity , finance , microeconomics , machine learning , computer science