The multifactor nature of the volatility of futures markets (Q853577): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q186807 |
||
| Property / author | |||
| Property / author: Carl Chiarella / rank | |||
Revision as of 13:18, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The multifactor nature of the volatility of futures markets |
scientific article |
Statements
The multifactor nature of the volatility of futures markets (English)
0 references
17 November 2006
0 references
term structure
0 references
volatility
0 references
mutlifactor
0 references
jump
0 references
Eurodollar futures
0 references
futures markets
0 references
genetic algorithm
0 references
