Forecasting exchange rate correlations using options and high-frequency data
By: by Felix Moldenhauer
Contributors: Universiẗat St. Gallen
Series: Dissertationen / Universiẗat St. Gallen -- No. 3918
Published: 2011
Place of publication: Bamberg
Language: eng
Number of pages: 196
Subjects: Prognosemodell; Prognosemodell / swd; Wechselkurstheorie; Wechselkurstheorie / swd
Notes: Thesis (doctoral)--University of St. Gallen, 2011.