Forecasting Currency Volatility : A Comparison of Implied Volatilities and AR(FI)MA Models
Year of publication: |
[2004]
|
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Authors: | Pong, Shiu-yan Eddie |
Other Persons: | Shackleton, Mark B. (contributor) ; Taylor, Stephen J. (contributor) ; Xu, Xinzhong (contributor) |
Publisher: |
[2004]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Journal of Banking and Finance, Forthcoming Volltext nicht verfügbar |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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