Forecasting implied volatility in foreign exchange markets:...

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European Journal of Finance 2017 / 01

Forecasting implied volatility in foreign exchange markets: a functional time series approach

Kearney, Fearghal, Cummins, Mark, Murphy, Finbarr
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Language:
english
Journal:
The European Journal of Finance
DOI:
10.1080/1351847X.2016.1271441
Date:
January, 2017
File:
PDF, 589 KB
english, 2017
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