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Selected Works of Stefano Mazzotta
Article
Foreign Exchange Option and Returns Based Correlation Forecasts: Evaluation and Two Applications
European Central Bank Working Paper No. 477 (2005)
  • Stefano Mazzotta, Kennesaw State University
  • Olli Castren
Disciplines
Publication Date
2005
Citation Information
Stefano Mazzotta and Olli Castren. "Foreign Exchange Option and Returns Based Correlation Forecasts: Evaluation and Two Applications" European Central Bank Working Paper No. 477 (2005)
Available at: http://works.bepress.com/stefano_mazzotta/9/