Persistence of volatility in futures markets
| Year of publication: |
2006
|
|---|---|
| Authors: | Chen, Zhiyao ; Daigler, Robert T. ; Parhizgari, Ali M. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 26.2006, 6, p. 571-594
|