The distribution of currency futures price changes : a two-piece mixture of normals approach
Ming-Shiun Pan, Kam C. Chan, and Chi-Wing Fok
| Year of publication: |
1995
|
|---|---|
| Authors: | Pan, Ming-Shiun |
| Other Persons: | Chan, Kam C. (contributor) ; Fok, Chi-wing (contributor) |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 4.1995, 1, p. 69-78
|
| Subject: | Währungsderivat | Currency derivative | Wahrscheinlichkeitsrechnung | Probability theory | Börsenkurs | Share price | Deutsche Mark | Pfund Sterling | Pound Sterling | Yen | Schweizer Franken | Swiss franc | USA | United States | 1977-1987 |
| 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/10001178037