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Forecasting currency volatility: a comparison of implied volatilities and AR(FI)MA models

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published
<mark>Journal publication date</mark>2004
<mark>Journal</mark>Journal of Banking and Finance
Issue number10
Volume28
Number of pages23
Pages (from-to)2541-2563
Publication StatusPublished
<mark>Original language</mark>English