Title of article
Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models
Author/Authors
Shiuyan Pong، نويسنده , , Mark B. Shackleton، نويسنده , , Stephen J. Taylor، نويسنده , , Xinzhong Xu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
23
From page
2541
To page
2563
Keywords
Realized volatility , Fractional integration , forecasting , Implied volatilities , Exchange rates
Journal title
Journal of Banking and Finance
Serial Year
2004
Journal title
Journal of Banking and Finance
Record number
193653
Link To Document