Options trading profits from correlation forecasts
James Chong
| Year of publication: |
2004
|
|---|---|
| Authors: | Chong, James |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 15, p. 1075-1085
|
| Subject: | Währungsderivat | Currency derivative | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Ökonometrisches Modell | Econometric model |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002390885