Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts
Author
Department/s
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