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Forecasting exchange rate volatility : a multiple horizon comparison using historical, realized and implied volatility measures
Siu, David T. L.; Okunev, John - In: Journal of forecasting 28 (2009) 6, pp. 465-486
Persistent link: https://www.econbiz.de/10003886979
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Relationships between Australian real estate and stock market prices : a case of market inefficiency
Okunev, John; Wilson, Patrick James; Zurbruegg, Ralf - In: Journal of forecasting 21 (2002) 3, pp. 181-192
Persistent link: https://www.econbiz.de/10001662954
Cover Image
Forecasting exchange rate volatility: a multiple horizon comparison using historical, realized and implied volatility measures
Siu, David T.L.; Okunev, John - In: Journal of forecasting 28 (2009) 6, pp. 465-486
Persistent link: https://www.econbiz.de/10008309719