Volatility models of currency futures in developed and emerging markets

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

Internet

http://scholarbank.nus.edu.sg/handle/10635/44519

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