A nonlinear analysis of forward premium and volatility
Chiente Hsu; Peter Kugler
| Year of publication: |
1996 ; [Elektronische Ressource]
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|---|---|
| Other Persons: | Hsu, Chiente (contributor) ; Kugler, Peter (contributor) |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 1.1996, 4, p. 187-201
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| Subject: | Währungsderivat | Currency derivative | Nichtparametrisches Verfahren | Nonparametric statistics | Risikoprämie | Risk premium | Volatilität | Volatility | Theorie | Theory | Schweiz | Switzerland | USA | United States |
| Extent: | ill |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzung: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001769651