"Volatility models of currency futures in developed and emerging markets."

John M. Sequeira, Pang Chia Chiat, Michael McAleer (2004)

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DOI: 10.1016/S0378-4754(03)00122-8

access: closed

type: Journal Article

metadata version: 2020-03-04

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John M. Sequeira, Pang Chia Chiat, Michael McAleer:
Volatility models of currency futures in developed and emerging markets. Math. Comput. Simul. 64(1): 79-93 (2004)

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