Volatility filters for asset management: an application to managed futures

Christian Dunis, Jia Miao

Research output: Contribution to journal › Article › peer-review

Keywords

@article{811077ca263d4dbb8e4657d50cb2c4ca,

title = "Volatility filters for asset management: an application to managed futures",

keywords = "Accounting and finance",

author = "Christian Dunis and Jia Miao",

year = "2006",

month = oct,

doi = "10.1057/palgrave.jam.2240212",

language = "English",

volume = "7",

pages = "179--189",

journal = "Journal of Asset Management",

issn = "1470-8272",

publisher = "Palgrave Macmillan Ltd",

number = "3-4",

}

TY - JOUR

T1 - Volatility filters for asset management

T2 - an application to managed futures

AU - Dunis, Christian

AU - Miao, Jia

PY - 2006/10

Y1 - 2006/10

KW - Accounting and finance

U2 - 10.1057/palgrave.jam.2240212

DO - 10.1057/palgrave.jam.2240212

M3 - Article

SN - 1470-8272

VL - 7

SP - 179

EP - 189

JO - Journal of Asset Management

JF - Journal of Asset Management

IS - 3-4

ER -