Study on the intraday pattern and the dynamic correlation among return, volume and open interest — evidence from Chinese commodity futures markets (English)
- New search for: Liu, Xiangli
- New search for: Wang, Shouyang
- New search for: Liu, Xiangli
- New search for: Wang, Shouyang
In:
Journal of Systems Science and Complexity
;
28
, 1
;
156-174
;
2015
- Article (Journal) / Electronic Resource
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Title:Study on the intraday pattern and the dynamic correlation among return, volume and open interest — evidence from Chinese commodity futures markets
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Contributors:Liu, Xiangli ( author ) / Wang, Shouyang ( author )
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Published in:Journal of Systems Science and Complexity ; 28, 1 ; 156-174
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Publisher:
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Place of publication:Beijing
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Publication date:2015-01-13
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Size:19 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 28, Issue 1
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Consensus of flocks under M-nearest-neighbor rulesChen, Chen / Chen, Ge / Guo, Lei et al. | 2015
- 16
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A new Peer-to-Peer topology for video streaming based on complex network theoryMarza, Venus / Dehghan, Mehdi / Akbari, Behzad et al. | 2015
- 30
-
Global output-feedback tracking for nonlinear cascade systems with unknown growth rate and control coefficientsYan, Xuehua / Liu, Yungang / Wang, Qingguo et al. | 2014
- 47
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Optimality conditions and duality for nondifferentiable multiobjective semi-infinite programming problems with generalized (C, α, ρ, d)-convexityMishra, Shashi Kant / Jaiswal, Monika / Hoai An, Le Thi et al. | 2015
- 60
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Dynamic power saving via least-square self-tuning regulator in the virtualized computing systemsWen, Chengjian / Long, Xiang / Mu, Yifen et al. | 2014
- 80
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Time optimal feedrate generation with confined tracking error based on linear programmingGuo, Jianxin / Zhang, Qiang / Gao, Xiao-Shan / Li, Hongbo et al. | 2014
- 96
-
Degree distribution dynamics for disease spreading with individual awarenessShang, Yilun et al. | 2014
- 105
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Forecasting container throughput of Qingdao port with a hybrid modelHuang, Anqiang / Lai, Kinkeung / Li, Yinhua / Wang, Shouyang et al. | 2014
- 122
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Optimal reinsurance under distortion risk measures and expected value premium principle for reinsurerZheng, Yanting / Cui, Wei / Yang, Jingping et al. | 2014
- 144
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Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investmentBi, Xiuchun / Zhang, Shuguang et al. | 2015
- 156
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Study on the intraday pattern and the dynamic correlation among return, volume and open interest — evidence from Chinese commodity futures marketsLiu, Xiangli / Wang, Shouyang et al. | 2015
- 175
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A continuum percolation model for stock price fluctuation as a Lévy processWang, Ning / Rong, Ximin / Dong, Guanghua et al. | 2014
- 190
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The RCH method for computing minimal polynomials of polynomial matricesYu, Bo / Zhang, Jintao / Xu, Yanyan et al. | 2014
- 210
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A new signature-based algorithms for computing Gröbner basesZheng, Licui / Liu, Jinwang / Liu, Weijun / Li, Dongmei et al. | 2015
- 222
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The Fitzpatrick-Neville-type algorithm for multivariate vector-valued osculatory rational interpolationXia, Peng / Zhang, Shugong / Lei, Na / Kim, Zhangyong et al. | 2015
- 243
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Exact bivariate polynomial factorization over ℚ by approximation of rootsFeng, Yong / Wu, Wenyuan / Zhang, Jingzhong / Chen, Jingwei et al. | 2014