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Study on the intraday pattern and the dynamic correlation among return, volume and open interest - evidence from Chinese commodity futures markets.

Xiangli LiuShouyang Wang
Published in: J. Syst. Sci. Complex. (2015)
Keyphrases
  • pattern matching
  • empirical studies
  • statistical analysis
  • multi agent
  • long term
  • data sets
  • data mining
  • natural language processing
  • electronic commerce
  • key factors