The multifactor nature of the volatility of futures markets (Q853577)
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scientific article; zbMATH DE number 5073612
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| English | The multifactor nature of the volatility of futures markets |
scientific article; zbMATH DE number 5073612 |
Statements
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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0.7612769603729248
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0.7580851316452026
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0.7510268092155457
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0.7493768930435181
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0.7390254139900208
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