This article examines the characteristics of key measures of volatility for different types of futures contracts to provide a better foundation for modeling volatility behavior and derivative values. Particular attention is focused on analyzing how different measures of volatility affect volatility
Daily volatility behavior in Chinese futures markets
β Scribed by Kam C Chan; Hung-Gay Fung; Wai K Leung
- Book ID
- 116575163
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 124 KB
- Volume
- 14
- Category
- Article
- ISSN
- 1042-4431
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