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
Pages
15
From page
216
To page
230
Keywords
Forecasting evaluation , derivatives , Covariance matrix
Journal title
Journal of International Financial Markets, Institutions and Money
Serial Year
2002
Journal title
Journal of International Financial Markets, Institutions and Money
Record number
189643
Link To Document