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 :
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