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Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan; Shackleton, Mark B.; Taylor, Stephen; … - In: Journal of banking & finance 28 (2004) 10, pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147
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The dynamics of international equity market expectations
Brennan, Michael J.; Cao, H. Henry; Strong, Norman; Xu, … - In: Journal of financial economics 77 (2005) 2, pp. 257-288
Persistent link: https://www.econbiz.de/10003052522
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Pricing FTSE 100 index options under stochastic volatility
Lin, Yueh-neng; Strong, Norman; Xu, Xinzhong - In: The journal of futures markets 21 (2001) 3, pp. 197-211
Persistent link: https://www.econbiz.de/10001556705
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The incremental volatility information in one million foreign exchange quotations
Taylor, Stephen - In: Journal of empirical finance 4 (1997) 4, pp. 317-340
Persistent link: https://www.econbiz.de/10001236462
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The term structure of volatility implied by foreign exchange options
Xu, Xinzhong - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 1, pp. 57-74
Persistent link: https://www.econbiz.de/10001166027