Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models
- 1 October 2004
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 28 (10) , 2541-2563
- https://doi.org/10.1016/j.jbankfin.2003.10.015
Abstract
No abstract availableKeywords
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