@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042765, author = {Sequeira, John M. and Pang, Chia Chiat and Michael, McAleer}, month = {Mar}, note = {application/pdf, Mathematics and Computers in Simulation. 掲載予定., 本文フィルはリンク先を参照のこと}, title = {Volatility Models of Currency Futures in Developed and Emerging Markets}, year = {2003} }