The informational content of over-the-counter currency options
Year of publication: |
2004
|
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Authors: | Christoffersen, Peter ; Mazzotta, Stefano |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Density | forecasting | FX | Interval | Volatility |
Series: | ECB Working Paper ; 366 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/152800 [Handle] RePEc:ecb:ecbwps:20040366 [RePEc] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: |
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