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isPartOf:"The journal of futures markets"
~isPartOf:"Working papers / Department of Economics, Stockholms Universitet"
~subject:"2002-2009"
~subject:"EU countries"
~type_genre:"Article in journal"
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Implied deterministic volatility functions : an empirical test for Euribor options
Kuo, I.-doun
;
Wang, Kai-Li
- In:
The journal of futures markets
29
(
2009
)
4
,
pp. 319-347
Persistent link: https://www.econbiz.de/10003817589
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