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Keywords: Modelling
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Journal Articles
International Journal of Managerial Finance (2012) 8 (4): 365–380.
Published: 21 September 2012
...Ariful Hoque; Chandrasekhar Krishnamurti Purpose The purpose of this paper is to introduce a model to measure foreign exchange (FX) rate volatility accurately. The FX rate volatility forecasting is a crucial endeavour in financial markets and has gained the attention of researchers...

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