Intraday dynamic hedging and futures market volatility
| Data(s) |
01/06/2013
|
|---|---|
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Institute for Financial Markets |
| Relação |
http://dro.deakin.edu.au/eserv/DU:30057117/gannon-intradaydynamic-2013.pdf http://dro.deakin.edu.au/eserv/DU:30057117/gannon-intradaydynamic-evid-2013.pdf |
| Direitos |
2013, Review of Futures Markets |
| Palavras-Chave | #volatility comovement #dynamic hedging #DCC |
| Tipo |
Journal Article |
