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person:"Guo, Dajiang"
~person:"Chalamandaris, Georgios"
~subject:"Effizienzmarkthypothese"
~subject:"Forecasting model"
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Guo, Dajiang
Chalamandaris, Georgios
Craig, Ben R.
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Keller, Joachim G.
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Kremens, Lukas
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Martin, Ian
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Journal of banking & finance
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Quantitative analysis in financial markets ; [Vol. 1]
1
The European journal of finance
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Predictability in implied volatility surfaces : evidence from the euro OTC FX market
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 33-58
Persistent link: https://www.econbiz.de/10010462211
Saved in:
2
Predictable dynamics in implied volatility surfaces from OTC currency options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1175-1188
Persistent link: https://www.econbiz.de/10003977944
Saved in:
3
A test of efficiency for the currency option market using stochastic volatility forecasts
Guo, Dajiang
-
1999
Persistent link: https://www.econbiz.de/10001491265
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