## 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
β¦ LIBER β¦
Trading volume, heterogeneity of expectations, and the disperson of volatilities implied by option prices
β Scribed by Robert R. Trippi; Richard B. Harriff
- Publisher
- Springer US
- Year
- 1993
- Tongue
- English
- Weight
- 739 KB
- Volume
- 3
- Category
- Article
- ISSN
- 0924-865X
No coin nor oath required. For personal study only.
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