The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility

Ripple, Ronald; Moosa, I.

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Authors

Ripple, Ronald

Moosa, I.

Date

2009

Type

Journal Article

Metadata

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Citation

Ripple, R. and Moosa, I. 2009. The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility. Global Finance Journal. 20 (3): pp. 209-219.

Source Title

Global Finance Journal

ISSN

10440283

School

CBS - Faculty Office

URI

http://hdl.handle.net/20.500.11937/12094

Collection

Curtin Research Publications