The Multifactor Nature of the Volatility of Futures Markets
| Year of publication: |
2006
|
|---|---|
| Authors: | Chiarella, Carl ; Tô, Thuy-Duong |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 27.2006, 2, p. 163-183
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | term structure | volatility | mutlifactor | jump | Eurodollar futures | futures markets | genetic algorithm |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005701691