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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193653
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