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Keywords: Foreign exchange options
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Journal Articles
Modeling moneyness volatility in measuring exchange rate volatility
Available to Purchase
International Journal of Managerial Finance (2012) 8 (4): 365–380.
Published: 21 September 2012
... Limited 2012 Foreign exchange options Exchange rates Modelling Implied volatility Moneyness volatility Realized volatility F‐test Granger‐Newbold test Diebold‐Mariano test Volatility forecasting is a crucial endeavour in financial markets and has gained the attention...
