Foreign exchange, fractional cointegration and the...

Foreign exchange, fractional cointegration and the implied–realized volatility relation

Neil Kellard, Christian Dunis, Nicholas Sarantis
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Volume:
34
Year:
2010
Language:
english
DOI:
10.1016/j.jbankfin.2009.09.017
File:
PDF, 240 KB
english, 2010
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