Foreign exchange option and returns based correlation forecasts
Subtitle: evaluation and two applications
By: by Olli Castrén and Stefano Mazzotta
Series: Working paper series / European Central Bank -- working paper no. 447; Working paper series (European Central Bank) -- working paper no. 447
Publisher: European Central Bank
Published: 2005
Place of publication: Frankfurt am Main, Germany
Language: eng
Notes: "February 2005"