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Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts

Author

Publishing year

2002

Language

English

Pages

216-230

Publication/Series

Journal of International Financial Markets, Institutions, and Money

Volume

12

Issue

3

Document type

Journal article

Publisher

North-Holland

Topic

  • Economics

Status

Published

ISBN/ISSN/Other

  • ISSN: 1042-4431