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Gray, Stephen F.
Bollen, Nicolas P. B.
67
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19
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Regime switching in foreign exchange rates: Evidence from currency option prices
Bollen, Nicolas P. B.
;
Gray, Stephen F.
;
Whaley, Robert E.
- In:
Journal of Econometrics
94
(
2000
)
1-2
,
pp. 239-276
Persistent link: https://www.econbiz.de/10005238963
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