Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts

Michael Mcaleer, Y.F. Chow, J.M. Sequeira

Research output: Contribution to journal › Article › peer-review

Cite this

@article{8f6a8941a0fa4fb3b7068236c2fc31eb,

title = "Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts",

author = "Michael Mcaleer and Y.F. Chow and J.M. Sequeira",

year = "2001",

language = "English",

volume = "77",

pages = "270--282",

journal = "The Economic Record",

issn = "0013-0249",

publisher = "Wiley-Blackwell",

number = "238",

}