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}}, }