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Trevor, Robert G.
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Morgan, Ieuan G.
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Ritchken, Peter H.
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ECONIS (ZBW)
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1
Short-term interest rates, weekly money announcements and rational forecasts
Trevor, Robert G.
-
1986
Persistent link: https://www.econbiz.de/10000705121
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2
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
4
,
pp. 397-408
Persistent link: https://www.econbiz.de/10001412844
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3
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978435
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4
Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978436
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5
The performance of exchange rate forecasts
Lowe, Philip W.
- In:
The Australian economic review
(
1987
),
pp. 31-44
Persistent link: https://www.econbiz.de/10001035806
Saved in:
6
Correlation in currency markets : a risk-adjusted perspective
Sheedy, Elizabeth A.
- In:
Journal of international financial markets, …
8
(
1998
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10001246201
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