Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Year of publication: |
2021
|
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Authors: | Plíhal, Tomáš ; Lyócsa, Štefan |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 71.2021, p. 811-829
|
Subject: | Forecasting | High-frequency data | Implied volatility | Options | Realized volatility | Volatilität | Volatility | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | US-Dollar | US dollar | Theorie | Theory |
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