Title :
A Comparison of Implied Standard Deviations and Historical Estimates of Volatility During and After the Participation of the British Pound in the ERM
Author :
Roger Waud استاد راهنما , Nancy Wentzler استاد مشاور , Tom Lutton استاد مشاور , Brian Reed استاد مشاور
University :
Virginia Polytechnic Institute and state University
Major :
Master of Arts )Economics )Arts and Sciences(
Keyword :
ARCH , Foreign exchange , Implied Volatility , ERM
