Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models
Year of publication: |
2004
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Authors: | Pong, Shiuyan ; Shackleton, Mark B. ; Taylor, Stephen J. ; Xu, Xinzhong |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 28.2004, 10, p. 2541
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