Spanning tests for options using principal components methods
| Year of publication: |
2007
|
|---|---|
| Authors: | Hansen, Charlotte S. ; Tuypens, Bjorn E. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 17.2007, 7-9, p. 739-746
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