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~isPartOf:"Computational economics"
~person:"Fabozzi, Frank J."
~person:"Wahl, Jack E."
~person:"Yamada, Yuji"
~source:"econis"
~subject:"ARCH model"
~subject:"CAPM"
~subject:"Derivat"
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The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
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