Foreign exchange, fractional cointegration and the implied–realized volatility relation
Neil Kellard; Christian Dunis; Nicholas Sarantis
| Year of publication: |
2010
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|---|---|
| Authors: | Kellard, Neil ; Dunis, Christian ; Sarantis, Nicholas |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 4, p. 882-891
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| Subject: | Devisenoption | Currency option | Effizienzmarkthypothese | Efficient market hypothesis | Kointegration | Cointegration | USA | United States | 1991-2007 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003966120