Efficient estimation and testing of alternative models of currency futures contracts
John M. Sequeira, Michael McAleer; Ying-foon Chow
| Year of publication: |
2001
|
|---|---|
| Authors: | Sequeira, John M. ; McAleer, Michael ; Chow, Ying-Foon |
| Published in: |
The economic record : er. - Richmond, Victoria : Wiley Publishing Asia, ISSN 0013-0249, ZDB-ID 203689-7. - Vol. 77.2001, p. 270-282
|
| Subject: | Währungsderivat | Currency derivative | Optionspreistheorie | Option pricing theory | US-Dollar | US dollar | Australien | Australia |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The economic record |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001752337