The incremental volatility information in one million foreign exchange quotations
Year of publication: |
1997
|
---|---|
Authors: | Taylor, Stephen |
Other Persons: | Xu, Xinzhong (contributor) |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 4.1997, 4, p. 317-340
|
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Devisenoption | Currency option | Schätztheorie | Estimation theory | Theorie | Theory |
-
The empirical performance of option based densities of foreign exchange
Craig, Ben R., (2002)
-
The empirical performance of option-based densities of foreign exchange
Craig, Ben R., (2003)
-
The empirical performance of option based densities of foreign exchange
Craig, Ben R., (2002)
- More ...
-
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan, (2009)
-
Closed-form transformations from risk-neutral to real-world distributions
Liu, Xiaoquan, (2007)
-
Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan, (2004)
- More ...