A generalized multiscale analysis of the predictive content of Eurodollar implied volatilities
Alessandro Cardinali
| Year of publication: |
2009
|
|---|---|
| Authors: | Cardinali, Alessandro |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 12.2009, 1, p. 1-18
|
| Subject: | Wechselkurs | Exchange rate | Euro | US-Dollar | US dollar | Volatilität | Volatility | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003847543