The forecast ability of option-implied densities from emerging markets currencies
Year of publication: |
may 2016
|
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Authors: | Ornelas, José Renato Haas |
Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 36.2016, 1, p. 133-153
|
Subject: | Relative Risk Aversion | Risk-Neutral Density | Exchange Rates | Wechselkurs | Exchange rate | Schwellenländer | Emerging economies | Risikoaversion | Risk aversion | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Währungsrisiko | Exchange rate risk |
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