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Intraday dynamic hedging and futures market volatility

Gannon, Gerard L. and Liu, Ruipeng 2013, Intraday dynamic hedging and futures market volatility, Review of futures markets, vol. 21, no. 1, pp. 9-32.

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Title Intraday dynamic hedging and futures market volatility
Author(s) Gannon, Gerard L.
Liu, RuipengORCID iD for Liu, Ruipeng orcid.org/0000-0003-4174-6135
Journal name Review of futures markets
Volume number 21
Issue number 1
Start page 9
End page 32
Total pages 24
Publisher Institute for Financial Markets
Place of publication Washington, D.C.
Publication date 2013-06
ISSN 0898-011X
Keyword(s) volatility comovement
dynamic hedging
DCC
Language eng
Field of Research 150205 Investment and Risk Management
Socio Economic Objective 900102 Investment Services (excl. Superannuation)
HERDC Research category C1 Refereed article in a scholarly journal
HERDC collection year 2013
Copyright notice ©2013, Review of Futures Markets
Free to Read? Yes
Free to Read Start Date 2016-07-01
Persistent URL http://hdl.handle.net/10536/DRO/DU:30057117

Document type: Journal Article
Collections: School of Accounting, Economics and Finance
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Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.