Similar Search Results

Ammann, Manuel; Buesser, Ralf - 2013

general shape of the implied volatility function of the corresponding currency pair. Overall, we conclude that there is a …

Persistent link: https://www.econbiz.de/10010410031

Ammann, Manuel; Buesser, Ralf - In: Journal of empirical finance 23 (2013), pp. 16-32

Persistent link: https://www.econbiz.de/10010221798

Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265

Persistent link: https://www.econbiz.de/10011377668

Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265

Persistent link: https://www.econbiz.de/10011377669

Wang, Zhiguang - 2011

signal plus noise model. Our models account for time-varying volatility and non-normality in the observed series. Our …

Persistent link: https://www.econbiz.de/10013122689

Bidarkota, Prasad V. - 2004

varying volatility and non-normalities in the observed series. Our signal plus noise model fails to isolate a statistically …

Persistent link: https://www.econbiz.de/10014070007

Einzig, Paul - 1967 - 3. ed

Persistent link: https://www.econbiz.de/10000608704

Einzig, Paul - 1973 - 5. ed.

Persistent link: https://www.econbiz.de/10000543061

Kuralbaeva, Karlygash Z.; Vines, David - 2009

Persistent link: https://www.econbiz.de/10003856683

Mollick, André Varella - In: Portuguese economic journal 2 (2003) 3, pp. 195-218

Persistent link: https://www.econbiz.de/10002097831