Volatility filters for asset management: an application to managed futures

Dunis, Christian and Miao, Jia (2006) Volatility filters for asset management: an application to managed futures. Journal of Asset Management, 7(3-4), pp. 179-189. ISSN (print) 1470-8272

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Item Type: Article
Research Area: Accounting and finance
Faculty, School or Research Centre: Faculty of Business and Law
Faculty of Business and Law > Kingston Business School (Accounting and Finance) (until July 2013)
Depositing User: Patricia Lally
Date Deposited: 24 Jan 2013 14:52
Last Modified: 24 Jan 2013 14:52
URI: http://eprints.kingston.ac.uk/id/eprint/24583

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