Volatility linkage among currency futures markets during US trading and non-trading periods
Year of publication: |
1999
|
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Authors: | Fung, Hung-Gay ; Patterson, Gary A. |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 9.1999, 2, p. 129-153
|
Subject: | Währungsderivat | Currency derivative | Volatilität | Volatility | VAR-Modell | VAR model | USA | United States |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of multinational financial management |
Source: | ECONIS - Online Catalogue of the ZBW |
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