Price Changes, Trading Volume, Open Interest and Volatility: A Multivariate Cointegration and VECM for S&P CNX Nifty Futures Market in India / M. Deo, K. Srinivasan .
In: International Scientific Days 2010 : Global Economy: Challenges and Perspectives, 11th International Conference, May 26-28, 2010, Nitra, proceedings of reviewed articles of international scietific conference. -- Nitra : Slovak University of Agriculture, 2010. -- ISBN 978-80-552-0385-0. -- S. 137-161
http://www.slpk.sk/eldo/2010/zborniky/015-10/s1/malabika_deo_srinivasan.pdf .