Tracking Brazilian Exchange Rate Volatility
Year of publication: |
2004-08-11
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Authors: | Tabak, Benjamin Miranda ; Andrade, Sandro Canesso de ; Chang, Eui Jung |
Institutions: | Econometric Society |
Subject: | implied volatility | telescoping observations | GMM |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society Far Eastern Meetings 2004 Number 487 |
Classification: | G10 - General Financial Markets. General ; C53 - Forecasting and Other Model Applications |
Source: |
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