The multifactor nature of the volatility of futures markets (Q853577): Difference between revisions

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Property / DOI: 10.1007/s10614-006-9023-9 / rank
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Property / author: Carl Chiarella / rank
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Latest revision as of 05:27, 10 December 2024

scientific article
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The multifactor nature of the volatility of futures markets
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    The multifactor nature of the volatility of futures markets (English)
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    17 November 2006
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    term structure
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    volatility
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    mutlifactor
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    jump
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    Eurodollar futures
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    futures markets
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    genetic algorithm
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