Title of article :
Using simulated currency rainbow options to evaluate covariance matrix forecasts
Author/Authors :
Hans N. E. Bystr?m، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Keywords :
Forecasting evaluation , derivatives , Covariance matrix
Journal title :
Journal of International Financial Markets, Institutions and Money
Journal title :
Journal of International Financial Markets, Institutions and Money