مرکز منطقه ای اطلاع رساني علوم و فناوري - Using simulated currency rainbow options to evaluate covariance matrix forecasts

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 :

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 :