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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
2009-04-20 12:27:16
date last changed
2017-01-01 07:37:37
@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},
  volume       = {12},
  year         = {2002},
}