The predictive power of implied stochastic variance from currency options
| Year of publication: |
1996
|
|---|---|
| Authors: | Guo, Dajiang |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 16.1996, 8, p. 915-942
|
| Publisher: |
John Wiley & Sons, Ltd. |