The multifactor nature of the volatility of futures markets
type: Item
instance of: scholarly article
title: The multifactor nature of the volatility of futures markets
zbMATH Open document ID: 1153.91475
author: Thuy-Duong Tô
author: Carl Chiarella
published in: Computational Economics
publication date: 2006-11-17T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B26
zbMATH DE Number: 5073612
zbMATH Keywords: term structure
zbMATH Keywords: volatility
zbMATH Keywords: mutlifactor
zbMATH Keywords: jump
zbMATH Keywords: Eurodollar futures
zbMATH Keywords: futures markets
zbMATH Keywords: genetic algorithm
describes a project that uses: Genocop
describes a project that uses: Ox
MaRDI profile type: Publication
full work available at URL: s10614-006-9023-9
OpenAlex ID: W2042940512
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DOI: 10.1007/S10614-006-9023-9
description: scientific article; zbMATH DE number 5073612