Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter?
Year of publication: |
2009
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Authors: | Neely, Christopher J. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 19.2009, 1, p. 188
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