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person:"Guo, Dajiang"
~person:"Chalamandaris, Georgios"
~subject:"Effizienzmarkthypothese"
~subject:"Wechselkurs"
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Effizienzmarkthypothese
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Currency option
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Guo, Dajiang
Chalamandaris, Georgios
Campa, José Manuel
9
Chang, P. H. Kevin
9
Refalo, James F.
8
Craig, Ben R.
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Hoque, Ariful
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Pierdzioch, Christian
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Quantitative analysis in financial markets ; [Vol. 1]
1
Review of derivatives research
1
The European journal of finance
1
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ECONIS (ZBW)
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1
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
Dynamic volatility trading strategies in the currency option market
Guo, Dajiang
- In:
Review of derivatives research
4
(
2000
)
2
,
pp. 133-154
Persistent link: https://www.econbiz.de/10001566795
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
Saved in:
4
The risk premium of volatility implicit in currency options
Guo, Dajiang
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 498-507
Persistent link: https://www.econbiz.de/10001251794
Saved in:
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