Research Catalog

Volatility and liquidity in futures markets

Title
Volatility and liquidity in futures markets / by Peter R. Locke and Asani Sarkar.
Author
Locke, Peter R.
Publication
New York, N.Y. : Federal Reserve Bank of New York, [1996]

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Details

Additional Authors
  • Sarkar, Asani.
  • Federal Reserve Bank of New York.
Description
28 pages; 28 cm.
Series Statement
Research paper ; no. 9612
Uniform Title
Research paper (Federal Reserve Bank of New York) ; no. 9612.
Subject
Futures > Mathematical models
Note
  • "May 1996."
  • "Previous version April 1996"--added title page.
Bibliography (note)
  • Includes bibliographical references (p. 27-28).
OCLC
ocm35121108
Owning Institutions
Columbia University Libraries