The predictive power of implied stochastic variance from currency options

Journal of Futures Markets

Volumn 16, Issue 8, 1996, Pages 915-942

  Guo, Dajiang ^a  

^a UNIVERSITY OF GUELPH   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030488802     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1096-9934(199612)16:8<915::aid-fut5>3.3.co;2-e     Document Type: Article

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