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type_genre:"Aufsatz im Buch"
~person:"Chan, Felix"
~person:"Guo, Dajiang"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Search: subject_exact:"Currency option"
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5
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Chan, Felix
Guo, Dajiang
Hoque, Ariful
7
Chalamandaris, Georgios
5
Kit, Pong Wong
5
Takahashi, Akihiko
5
Tsekrekos, Andrianos E.
5
Lien, Da-hsiang Donald
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Takehara, Kohta
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Carr, Peter
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Lin, Shih-kuei
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Bakshi, Gurdip S.
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Bali, Turan G.
2
Bhat, Aparna
2
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Campa, José Manuel
2
Castellano, Rosella
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Chang, P. H. Kevin
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Clark, Ephraim
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Ellis, Craig
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Hui, Cho H.
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Judge, Amrit
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Kuo, I.-doun
2
Le, Thi
2
Li, Hongyi
2
Lim, Guay C.
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Malz, Allan Martin
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Global finance journal
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Quantitative analysis in financial markets ; [Vol. 1]
1
Review of derivatives research
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ECONIS (ZBW)
5
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1
Modeling volatility in foreign currency option pricing
Hoque, Ariful
;
Chan, Felix
;
Manzur, Meher
- In:
Multinational finance journal : MF ; quarterly …
13
(
2009
)
3/4
,
pp. 189-208
Persistent link: https://www.econbiz.de/10008654497
Saved in:
2
Efficiency of the foreign currency options market
Hoque, Ariful
;
Chan, Felix
;
Manzur, Meher
- In:
Global finance journal
19
(
2008
)
2
,
pp. 157-170
Persistent link: https://www.econbiz.de/10003756935
Saved in:
3
Dynamic volatility trading strategies in the currency option market
Guo, Dajiang
- In:
Review of derivatives research
4
(
2000
)
2
,
pp. 133-154
Persistent link: https://www.econbiz.de/10001566795
Saved in:
4
A test of efficiency for the currency option market using stochastic volatility forecasts
Guo, Dajiang
-
1999
Persistent link: https://www.econbiz.de/10001491265
Saved in:
5
The risk premium of volatility implicit in currency options
Guo, Dajiang
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 498-507
Persistent link: https://www.econbiz.de/10001251794
Saved in:
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