The multifactor nature of the volatility of futures markets (Q853577)

From MaRDI portal
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
    0 references
    0 references
    17 November 2006
    0 references
    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
    0 references
    0 references
    0 references