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~person:"Guo, Dajiang"
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Guo, Dajiang
Hoque, Ariful
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Quantitative analysis in financial markets ; [Vol. 1]
1
Review of derivatives research
1
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ECONIS (ZBW)
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Dynamic volatility trading strategies in the currency option market
Guo, Dajiang
- In:
Review of derivatives research
4
(
2000
)
2
,
pp. 133-154
Persistent link: https://www.econbiz.de/10001566795
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2
A test of efficiency for the currency option market using stochastic volatility forecasts
Guo, Dajiang
-
1999
Persistent link: https://www.econbiz.de/10001491265
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3
The risk premium of volatility implicit in currency options
Guo, Dajiang
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 498-507
Persistent link: https://www.econbiz.de/10001251794
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