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Forecasting currency volatility: a comparison o...
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Accounting and Finance
Text available via DOI:
https://doi.org/10.1016/j.jbankfin.2003.10.015
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Forecasting currency volatility: a comparison of implied volatilities and AR(FI)MA models
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peer-review
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E Pong
M B Shackleton
S J Taylor
X Xu
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<mark>Journal publication date</mark>
2004
<mark>Journal</mark>
Journal of Banking and Finance
Issue number
10
Volume
28
Number of pages
23
Pages (from-to)
2541-2563
Publication Status
Published
<mark>Original language</mark>
English