The Price Variability-Volume Relationship on Speculative Markets
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Publication:3959712
DOI10.2307/1912002zbMath0495.90026OpenAlexW2110752212MaRDI QIDQ3959712
Publication date: 1983
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912002
estimationfutures marketjoint probability distributionspeculative marketsdaily price changedaily volume of trading
Applications of statistics to economics (62P20) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)
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