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Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts

Byström, Hans LU (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:
author
organization
publishing date
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}},
}