Effects of Trading Volume and Transaction Frequency on the Volatility of the Korean Bond Futures Market
Author(s) -
Sang Hoon Kang,
윤성민
Publication year - 2014
Publication title -
korean journal of financial engineering
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2014.13.1.007
Subject(s) - futures contract , futures market , volatility (finance) , database transaction , bond , volume (thermodynamics) , financial economics , high frequency trading , business , economics , algorithmic trading , finance , computer science , physics , thermodynamics , database
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