What are the two components of the futures volatility function in Fanelli et al. [32] model? (a)
Question:
What are the two components of the futures volatility function in Fanelli et al.
[32] model?
(a) A seasonal component and a path-dependent component;
(b) A short-term component and a path-dependent component;
(c) A seasonal component and a short-term component;
(d) A constant component and a path-dependent component.
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