Volatility filters for asset management: an application to managed futures
| Year of publication: |
2006
|
|---|---|
| Authors: | Dunis, Christian ; Miao, Jia |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 7.2006-07, 3-4, p. 179-189
|