𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Asset price volatility and trading volume with rational beliefs

✍ Scribed by Ho-Mou Wu; Wen-Chung Guo

Publisher
Springer
Year
2004
Tongue
English
Weight
298 KB
Volume
23
Category
Article
ISSN
0938-2259

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

The interrelation of price volatility an
The interrelation of price volatility and trading volume of currency options
✍ Ghulam Sarwar πŸ“‚ Article πŸ“… 2003 πŸ› John Wiley and Sons 🌐 English βš– 126 KB πŸ‘ 1 views

## Abstract This article examines the interrelations between future volatility of the U.S. dollar/British pound exchange rate and trading volume of currency options for the British pound. The future volatility of the exchange rate is approximated alternatively by implied volatility and by IGARCH vo