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~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Estimation theory"
~subject:"Volatility"
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Journal of international financial markets, institutions & money
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Forecasting foreign exchange volatility : why is implied volatility biased and inefficient? ; and does it matter?
Neely, Christopher J.
- In:
Journal of international financial markets, …
19
(
2009
)
1
,
pp. 188-205
Persistent link: https://www.econbiz.de/10003797288
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Long-memory dynamics in a SETAR model : applications to stock markets
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Journal of international financial markets, …
15
(
2005
)
5
,
pp. 391-406
Persistent link: https://www.econbiz.de/10003270564
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