VPIN, Jump Dynamics and Inventory Announcements in Energy Futures Markets

MLA

Hui Zheng, et al. “VPIN, Jump Dynamics and Inventory Announcements in Energy Futures Markets.” Journal of Futures Markets, vol. 37, Mar. 2017, pp. 542–77. EBSCOhost, https://doi.org/10.1002/fut.21839.

APA

Hui Zheng, Johan Bjursell, & George H. K. Wang. (2017). VPIN, Jump Dynamics and Inventory Announcements in Energy Futures Markets. Journal of Futures Markets, 37, 542–577. https://doi.org/10.1002/fut.21839

Chicago

Hui Zheng, Johan Bjursell, and George H. K. Wang. 2017. “VPIN, Jump Dynamics and Inventory Announcements in Energy Futures Markets.” Journal of Futures Markets 37 (March): 542–77. doi:10.1002/fut.21839.