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Regime switching in foreign exchange rates: Evidence from currency option prices Author info | Abstract | Publisher info | Download info | Related research | Statistics Bollen, Nicolas P. B.
Gray, Stephen F.
Whaley, Robert E.
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Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 94 (2000)
Issue (Month): 1-2 ()
Pages: 239-276
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Handle: RePEc:eee:econom:v:94:y:2000:i:1-2:p:239-276Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
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