✦ LIBER ✦

Foreign exchange, fractional cointegration and the implied–realized volatility relation

✍ Scribed by Neil Kellard; Christian Dunis; Nicholas Sarantis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The relation between implied and realize

✍ B.J. Christensen; N.R. Prabhala 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 170 KB

Japanese foreign exchange intervention a

✍ Eric Hillebrand; Gunther Schnabl; Yasemin Ulu 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 777 KB