作者: Barry K. Goodwin , Randy Schnepf
DOI: 10.1002/1096-9934(200009)20:8<753::AID-FUT3>3.0.CO;2-F
关键词: Market conditions 、 Autoregressive conditional heteroskedasticity 、 Futures contract 、 Financial economics 、 Futures market 、 Econometrics 、 Economics 、 Autoregressive model 、 Price risk 、 Heteroscedasticity
摘要: … prices tend to be associated with higher levels of price variability. Streeter and Tomek (1992) argued that price … liquidity or result in large price adjustments, price volatility may increase, …