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Intraday dynamic hedging and futures market volatility

Version 2 2024-06-03, 14:54
Version 1 2014-10-28, 10:15
journal contribution
posted on 2024-06-03, 14:54 authored by G Gannon, Ruipeng LiuRuipeng Liu
Intraday dynamic hedging and futures market volatility

History

Journal

Review of futures markets

Volume

21

Pagination

9-32

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

Issue

1

Publisher

Institute for Financial Markets