Regime switching in foreign exchange rates: Evidence from currency option prices
| Year of publication: |
2000
|
|---|---|
| Authors: | Bollen, Nicolas P. B. ; Gray, Stephen F. ; Whaley, Robert E. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 94.2000, 1-2, p. 239-276
|
| Publisher: |
Elsevier |