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subject:"Forecasting model"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Currency option
189
Devisenoption
189
Option pricing theory
100
Optionspreistheorie
100
Volatility
68
Volatilität
68
Theorie
67
Theory
67
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44
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44
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38
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37
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30
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30
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23
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22
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21
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21
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21
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21
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15
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15
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13
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13
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currency options
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Aufsatz in Zeitschrift
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Chalamandaris, Georgios
2
Tsekrekos, Andrianos E.
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Busch, Thomas
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Carrasco, José A.
1
Chong, James
1
Crespo Cuaresma, Jesús
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Geršl, Adam
1
Glasserman, Paul
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Kremens, Lukas
1
López, José A.
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Malz, Allan Martin
1
Martin, Ian
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Pincheira, Pablo
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Reus, Lorenzo
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The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Finance research letters
1
Focus on European economic integration
1
International journal of theoretical and applied finance
1
Journal of banking & finance
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ECONIS (ZBW)
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1
Do it with a smile : forecasting volatility with currency options
Reus, Lorenzo
;
Carrasco, José A.
;
Pincheira, Pablo
- In:
Finance research letters
34
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012436844
Saved in:
2
The quanto theory of exchange rates
Kremens, Lukas
;
Martin, Ian
- In:
The American economic review
109
(
2019
)
3
,
pp. 810-843
Persistent link: https://www.econbiz.de/10011992874
Saved in:
3
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:
4
Forward and future implied volatility
Glasserman, Paul
;
Wu, Qi
- In:
International journal of theoretical and applied finance
14
(
2011
)
3
,
pp. 407-432
Persistent link: https://www.econbiz.de/10009154904
Saved in:
5
Could markets have helped predict the puzzling exchange rate path in CESEE countries during the current crisis?
Crespo Cuaresma, Jesús
;
Geršl, Adam
;
Slačík, Tomáš
- In:
Focus on European economic integration
(
2010
)
1
,
pp. 32-48
Persistent link: https://www.econbiz.de/10003944883
Saved in:
6
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:
7
Testing the martingale restriction for option implied densities
Busch, Thomas
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 61-81
Persistent link: https://www.econbiz.de/10003829557
Saved in:
8
The forecasting abilities of implied and econometric variance-covariance models across financial measures
Chong, James
- In:
Journal of economics & business
57
(
2005
)
5
,
pp. 463-490
Persistent link: https://www.econbiz.de/10003138795
Saved in:
9
Is implied correlation worth calculating? : Evidence from foering exchange options
Walter, Christian A.
;
López, José A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 65-81
Persistent link: https://www.econbiz.de/10001497759
Saved in:
10
Estimating the probability distribution of the future exchange rate from option prices
Malz, Allan Martin
- In:
The journal of derivatives : the official publication …
5
(
1997
)
2
,
pp. 18-36
Persistent link: https://www.econbiz.de/10001232636
Saved in:
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