Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - Forecasting currency volatility: a comparison of implied volatilities and AR(FI)MA models
AU - Pong, E
AU - Shackleton, M B
AU - Taylor, S J
AU - Xu, X
PY - 2004
Y1 - 2004
U2 - 10.1016/j.jbankfin.2003.10.015
DO - 10.1016/j.jbankfin.2003.10.015
M3 - Journal article
VL - 28
SP - 2541
EP - 2563
JO - Journal of Banking and Finance
JF - Journal of Banking and Finance
SN - 0378-4266
IS - 10
ER -