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Intraday dynamic hedging and futures market volatility

journal contribution
posted on 2013-06-01, 00:00 authored by Gerard Gannon, Ruipeng LiuRuipeng Liu
Intraday dynamic hedging and futures market volatility

History

Journal

Review of futures markets

Volume

21

Issue

1

Pagination

9 - 32

Publisher

Institute for Financial Markets

Location

Washington, D.C.

ISSN

0898-011X

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

Copyright notice

2013, Review of Futures Markets

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    Keywords

    volatility comovementdynamic hedgingDCC

    Licence

    All Rights Reserved

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