Predicting Nominal Exchange Rate Movements Using Skewness Information from Options Prices
Year of publication: |
2013
|
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Authors: | Ratcliff, Ryan |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Kaufkraftparität | Purchasing power parity | Großbritannien | United Kingdom | Schätzung | Estimation | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (35 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Finance & Economics (15): 75-92, 2008 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2008 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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