Modeling moneyness volatility in measuring exchange rate volatility

Modeling moneyness volatility in measuring exchange rate volatility

Bibliographic Details
Main Authors: Ariful, Hoque, Chandrasekhar, Krishnamurti
Format: text
Language:eng
Published: Emerald 2012
Subjects:
Foreign exchange options,Exchange rates,Modelling,Implied volatility,Moneyness volatility,Realized volatility,F‐test,Granger‐Newbold test,Diebold‐Mariano test

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