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~person:"Chiarella, Carl"
~person:"Jennergren, Lars Peter"
~subject:"Arbitrage Pricing"
~subject:"Volatilität"
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Chiarella, Carl
Jennergren, Lars Peter
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The multifactor nature of the volatility of the eurodollar futures market
Chiarella, Carl
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721727
Saved in:
2
Modelling the currency forward risk premium : a new perspective
Bhar, Ramaprasad
;
Chiarella, Carl
;
Pham, Toan M.
- In:
Asia-Pacific financial markets
8
(
2001
)
4
,
pp. 341-360
Persistent link: https://www.econbiz.de/10001712363
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3
Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951352
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