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Non-constant variances and foreign exchange risk : an empirical study
Attanasio, Orazio P.; Edey, Malcolm L. - 1987
Persistent link: https://www.econbiz.de/10000768967
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Time-varying volatility and foreign exchange risk : an empirical study
Attanasio, Orazio P. - In: Journal of foreign exchange and international finance : … 4 (1990) 4, pp. 325-334
Persistent link: https://www.econbiz.de/10001111568
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Some evidence on option prices as predictors of volatility
Edey, Malcolm L. - In: Oxford bulletin of economics and statistics 54 (1992) 4, pp. 567-578
Persistent link: https://www.econbiz.de/10001131947