THE PREDICTIVE POWER OF IMPLIED STOCHASTIC VARIANCE FROM CURRENCY OPTIONS

Authors
GUO DJ
Citation
Dj. Guo, THE PREDICTIVE POWER OF IMPLIED STOCHASTIC VARIANCE FROM CURRENCY OPTIONS, The journal of futures markets, 16(8), 1996, pp. 915-942
Citations number
54
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
16
Issue
8
Year of publication
1996
Pages
915 - 942
Database
ISI
SICI code
0270-7314(1996)16:8<915:TPPOIS>2.0.ZU;2-#