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 395139-X. - Vol. 26.2006, 6, p. 571-594
|
Subject: | Derivat | Derivative | Volatilität | Volatility | ARCH-Modell | ARCH model | USA | United States |
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