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~isPartOf:"Journal of banking & finance"
~person:"Elyasiani, Elyas"
~person:"Lalancette, Simon"
~subject:"Currency derivative"
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Currency derivative
Währungsderivat
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ARMA model
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Elyasiani, Elyas
Lalancette, Simon
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Journal of banking & finance
Applied financial economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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Dynamics of realized volatilities and correlations : an empirical study
Ferland, René
;
Lalancette, Simon
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 2109-2130
Persistent link: https://www.econbiz.de/10003339530
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2
Interdependence and dynamics in currency future markets : a multivariate analysis of intraday data
Elyasiani, Elyas
;
Kocagil, Ahmet Enis
- In:
Journal of banking & finance
25
(
2001
)
6
,
pp. 1161-1186
Persistent link: https://www.econbiz.de/10001580912
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