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Volatilität
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Cheng, Ai-ru Meg
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Das, Kuntal K.
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Shimatani, Takeshi
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Cheng, Ai-ru
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Cheung, Yin-Wong
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Ji, Chuanshu
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Central Bank intervention and exchange rate volatility : evidence from Japan using realized volatility
Cheng, Ai-ru Meg
;
Das, Kuntal K.
;
Shimatani, Takeshi
-
2013
Persistent link: https://www.econbiz.de/10009747193
Saved in:
2
Return, trading volume, and market depth in currency futures markets
Cheng, Ai-ru Meg
;
Cheung, Yin-Wong
-
2008
Persistent link: https://www.econbiz.de/10003797420
Saved in:
3
Central bank intervention and exchange rate volatility : evidence from Japan using realized volatility
Cheng, Ai-ru
;
Das, Kuntal K.
;
Shimatani, Takeshi
- In:
Journal of Asian economics
28
(
2013
),
pp. 87-98
Persistent link: https://www.econbiz.de/10010405810
Saved in:
4
A Gaussian approximation scheme for computation of option prices in stochastic volatility models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
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