Speculation and Volatility - A Time-Varying Approach applied on Chinese Commodity Futures Markets

Wellenreuther C, Voelzke J

Cite as

Wellenreuther, C., & Voelzke, J. (2019). Speculation and Volatility — A Time-Varying Approach applied on Chinese Commodity Futures Markets. Journal of Futures Markets, 39(4), 405–417.

Details

Publication type
Research article (journal)

Peer reviewed
Yes

Publication status
Published

Year
2019

Journal
Journal of Futures Markets

Volume
39

Issue
4

Start page
405

End page
417

Language
English

ISSN
0270-7314

DOI