Forecasting exchange rate volatility: a multiple horizon comparison using historical, realized and implied volatility measures
| Year of publication: |
2009
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|---|---|
| Authors: | Siu, David T.L. ; Okunev, John |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 28.2009, 6, p. 465-486
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