Directory Home
Researchers
Departments
Publications
Projects
Activities
Datasets
Home
>
Research
> Browse
Research
Research at Lancaster
Researchers
Departments & Centres
Publications & Outputs
Projects
Activities
Datasets
Results for Factor model
Publications & Outputs
Explanatory factors and causality in the dynamics of volatility surfaces implied from OTC Asian–Pacific currency options
Chalamandaris, G. &
Tsekrekos, A.
,
03/2013
,
In :
Computational Economics.
41
,
3
,
p. 327-358
42 p.
Research output
:
Contribution to journal
›
Journal article
›
peer-review