Volatility smile and one-month foreign currency volatility forecasts

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Bibliographische Detailangaben
Veröffentlicht in:The journal of futures markets
1. Verfasser: Wong, Alfred Huah-Syn (VerfasserIn)
Weitere Verfasser: Heaney, Richard A. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: March 2017
Schlagworte:
2001-2006 > Wechselkurs > Volatilität > Prognoseverfahren > Pfund Sterling > Euro > US-Dollar > Yen > Schätzung > Welt > Aufsatz in Zeitschrift
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