Regime switching in foreign exchange rates:: Evidence from currency option prices
| Autor: | Bollen, Nicolas P.B., Gray, Stephen F., Whaley, Robert E. * |
|---|---|
| Zdroj: | In Journal of Econometrics 2000 94(1):239-276 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Bollen, Nicolas P.B., Gray, Stephen F., Whaley, Robert E. * |
|---|---|
| Zdroj: | In Journal of Econometrics 2000 94(1):239-276 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect