Efficient estimation and testing of alternative models of currency futures contracts

Author

J. M. SEQUEIRA, Singapore Management UniversityFollow
M. McALEER
Y.F. CHOW

Publication Type

Conference Proceeding Article

Publication Date

12-1997

Discipline

Finance | Finance and Financial Management

Research Areas

Finance

Publication

Proceedings of the International Congress on Modelling and Simulation 1997

Volume

3

First Page

1881

Last Page

1888

City or Country

Hobart

Citation

SEQUEIRA, J. M.; McALEER, M.; and CHOW, Y.F.. Efficient estimation and testing of alternative models of currency futures contracts. (1997). Proceedings of the International Congress on Modelling and Simulation 1997. 3, 1881-1888.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/5287