Volatility behavior of exchange rate future contracts
Year of publication: |
2000
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Authors: | Aguirre, Maria Sophia ; Saidi, Reza |
Published in: |
Atlantic economic journal : AEJ. - Dordrecht [u.a.] : Springer, ISSN 0197-4254, ZDB-ID 188752-X. - Vol. 28.2000, 4, p. 396-411
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Subject: | Währungsderivat | Currency derivative | Volatilität | Volatility | ARCH-Modell | ARCH model | Kanada | Canada | Frankreich | France | Deutschland | Germany | Italien | Italy | Japan | Großbritannien | United Kingdom | 1990-1997 |
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