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Predictability in implied volatility surfaces: evidence from the Euro OTC FX market
Chalamandaris, Georgios, Tsekrekos, Andrianos E.Volume:
20
Language:
english
Journal:
The European Journal of Finance
DOI:
10.1080/1351847x.2012.670123
Date:
January, 2014
File:
PDF, 637 KB
english, 2014