Does currency smirk predict foreign exchange return?
Year of publication: |
2020
|
---|---|
Authors: | Hoque, Ariful ; Le, Thi ; Hassan, Kamrul |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 17.2020, 3, p. 219-230
|
Subject: | implied volatility | skewness | information content | reverse skew | Volatilität | Volatility | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Informationswert | Information value | Devisenmarkt | Foreign exchange market |
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