Distributional properties of returns in thin futures markets : the case of the US$/AU$ contract
Volker Schieck
| Year of publication: |
2008
|
|---|---|
| Authors: | Schieck, Volker |
| Published in: |
Debt, risk and liquidity in futures markets. - London [u.a.] : Routledge, ISBN 0-415-40001-5. - 2008, p. 123-149
|
| Subject: | Internationaler Finanzmarkt | International financial market | Risikomanagement | Risk management | Währungsderivat | Currency derivative | Volatilität | Volatility | Welt | World | 1997-1999 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003590143