Volatility of exchange rate futures and high-low price spreads
An-Sing Chen
| Year of publication: |
1997
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|---|---|
| Authors: | Chen, An-sing |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 21.1997, 1, p. 33-42
|
| Subject: | Währungsderivat | Currency derivative | Yen | Volatilität | Volatility | Geld-Brief-Spanne | Bid-ask spread | Schätzung | Estimation | USA | United States | 1976-1994 |
| 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/10001248741