The Relationships between Foreign Exchange Volatility Skew...

The Relationships between Foreign Exchange Volatility Skew and Jump Risk

Daryl, Chia Rui Ming
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Volume:
6
Journal:
International Journal of Economics and Finance
DOI:
10.5539/ijef.v6n6p70
Date:
May, 2014
File:
PDF, 298 KB
2014
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