The multifactor nature of the volatility of futures markets (Q853577)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The multifactor nature of the volatility of futures markets |
scientific article; zbMATH DE number 5073612
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
17 November 2006
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
