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.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: