Empirical Regularities in the Deutsche Mark Futures Options
Publication
, Journal Article
Hsieh, DA; Manski, CF
Published in: Advances in Futures and Options Research
1988
Duke Scholars
Published In
Advances in Futures and Options Research
Publication Date
1988
Volume
3
Start / End Page
183 / 208
Citation
APA
Chicago
ICMJE
MLA
NLM
Hsieh, D. A., & Manski, C. F. (1988). Empirical Regularities in the Deutsche Mark Futures Options. Advances in Futures and Options Research, 3, 183–208.
Hsieh, D. A., and C. F. Manski. “Empirical Regularities in the Deutsche Mark Futures Options.” Advances in Futures and Options Research 3 (1988): 183–208.
Hsieh DA, Manski CF. Empirical Regularities in the Deutsche Mark Futures Options. Advances in Futures and Options Research. 1988;3:183–208.
Hsieh, D. A., and C. F. Manski. “Empirical Regularities in the Deutsche Mark Futures Options.” Advances in Futures and Options Research, vol. 3, 1988, pp. 183–208.
Hsieh DA, Manski CF. Empirical Regularities in the Deutsche Mark Futures Options. Advances in Futures and Options Research. 1988;3:183–208.
Published In
Advances in Futures and Options Research
Publication Date
1988
Volume
3
Start / End Page
183 / 208