Volatility models of currency futures in developed and emerging markets

10.1016/S0378-4754(03)00122-8

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Bibliographic Details
Main Authors:	Sequeira, J.M., Chiat, P.C., McAleer, M.
Other Authors:	FINANCE & ACCOUNTING
Format:	Conference or Workshop Item
Published:	2013
Subjects:	Cost-of-Carry Volatility Systems Unbiased Expectations Hypothesis Volatility System
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/44519
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-44519
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spelling	sg-nus-scholar.10635-445192023-10-26T08:03:18Z Volatility models of currency futures in developed and emerging markets Sequeira, J.M. Chiat, P.C. McAleer, M. FINANCE & ACCOUNTING Cost-of-Carry Volatility Systems Unbiased Expectations Hypothesis Volatility System 10.1016/S0378-4754(03)00122-8 Mathematics and Computers in Simulation 64 1 79-93 MCSID 2013-10-09T08:22:46Z 2013-10-09T08:22:46Z 2004 Conference Paper Sequeira, J.M., Chiat, P.C., McAleer, M. (2004). Volatility models of currency futures in developed and emerging markets. Mathematics and Computers in Simulation 64 (1) : 79-93. ScholarBank@NUS Repository. https://doi.org/10.1016/S0378-4754(03)00122-8 03784754 http://scholarbank.nus.edu.sg/handle/10635/44519 000187422700008 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Cost-of-Carry Volatility Systems Unbiased Expectations Hypothesis Volatility System
spellingShingle	Cost-of-Carry Volatility Systems Unbiased Expectations Hypothesis Volatility System Sequeira, J.M. Chiat, P.C. McAleer, M. Volatility models of currency futures in developed and emerging markets
description	10.1016/S0378-4754(03)00122-8
author2	FINANCE & ACCOUNTING
author_facet	FINANCE & ACCOUNTING Sequeira, J.M. Chiat, P.C. McAleer, M.
format	Conference or Workshop Item
author	Sequeira, J.M. Chiat, P.C. McAleer, M.
author_sort	Sequeira, J.M.
title	Volatility models of currency futures in developed and emerging markets
title_short	Volatility models of currency futures in developed and emerging markets
title_full	Volatility models of currency futures in developed and emerging markets
title_fullStr	Volatility models of currency futures in developed and emerging markets
title_full_unstemmed	Volatility models of currency futures in developed and emerging markets
title_sort	volatility models of currency futures in developed and emerging markets
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/44519
_version_	1781411314057347072

Volatility models of currency futures in developed and emerging markets

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