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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

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Chicago
ICMJE
MLA
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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