Keywords: M-Values
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2014) 22 (2): 309–329.
Published: 31 May 2014
... for each currency rate near the psychological barriers. Since this effect is more clearly observed on the implied volatility data, this fact supports that psychological barriers affects to the price of the FX-options. Psychological Barrier M-Values Currency Options Implied Volatility GARCH ©...

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