Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts
(2002) In Journal of International Financial Markets, Institutions, and Money 12(3). p.216-230
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1385226
- author
- Byström, Hans LU
- organization
- publishing date
- 2002
- type
- Contribution to journal
- publication status
- published
- subject
- in
- Journal of International Financial Markets, Institutions, and Money
- volume
- 12
- issue
- 3
- pages
- 216 - 230
- publisher
- North-Holland
- external identifiers
-
- scopus:0036108007
- ISSN
- 1042-4431
- DOI
- 10.1016/S1042-4431(02)00004-5
- language
- English
- LU publication?
- yes
- id
- 0ac3355f-9e75-48b1-afe5-e7c203da2a42 (old id 1385226)
- date added to LUP
- 2016-04-04 08:36:01
- date last changed
- 2022-01-29 03:42:54
@article{0ac3355f-9e75-48b1-afe5-e7c203da2a42,
author = {{Byström, Hans}},
issn = {{1042-4431}},
language = {{eng}},
number = {{3}},
pages = {{216--230}},
publisher = {{North-Holland}},
series = {{Journal of International Financial Markets, Institutions, and Money}},
title = {{Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts}},
url = {{http://dx.doi.org/10.1016/S1042-4431(02)00004-5}},
doi = {{10.1016/S1042-4431(02)00004-5}},
volume = {{12}},
year = {{2002}},
}