中国科学院数学与系统科学研究院期刊网
JSSC
Study on the Intraday Pattern and the Dynamic Correlation Among Return, Volume and Open Interest — Evidence from Chinese Commodity Futures Markets
LIU Xiangli,WANG Shouyang
Study on the Intraday Pattern and the Dynamic Correlation Among Return, Volume and Open Interest — Evidence from Chinese Commodity Futures Markets
LIU Xiangli,WANG Shouyang
Journal of Systems Science and Complexity . 2015, (1): 156 -174 .  DOI: 10.1007/s11424-015-2059-y