Open AccessEvaluating Forecasts of Correlation Using Option Pricing
Author(s) -
Michael S. Gibson,
Brian H. Boyer
Publication year - 1997
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1997.600
Subject(s) - econometrics , portfolio , volatility (finance) , covariance matrix , economics , computer science , financial economics , algorithm