Carchano, Oscar, Julio Lucia, and Ángel Pardo. “A New Perspective on the Relationship Between Trading Variables and Volatility in Futures Markets”. International Journal of Economics and Financial Issues 7, no. 2 (April 3, 2017): 397–407. Accessed April 16, 2025. https://econjournals.com/index.php/ijefi/article/view/4171.