Option Returns and Conditional Serial Correlation in Currency Markets
Year of publication: |
2018
|
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Authors: | Dietrich, Felix |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Devisenmarkt | Foreign exchange market | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Volatilität | Volatility | Autokorrelation | Autocorrelation | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (56 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 29, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3221887 [DOI] |
Classification: | G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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