Parhizgari, AM, DeBoyrie, ME. (1997). Predicting spot exchange rates in a nonlinear estimation framework using futures prices
.
JOURNAL OF FUTURES MARKETS, 17(8), 935-956. 10.1002/(SICI)1096-9934(199712)17:8<935::AID-FUT5>3.0.CO;2-M
Parhizgari, AM, DeBoyrie, ME. (1997). Predicting spot exchange rates in a nonlinear estimation framework using futures prices
. JOURNAL OF FUTURES MARKETS, 17(8), 935-956. 10.1002/(SICI)1096-9934(199712)17:8<935::AID-FUT5>3.0.CO;2-M