Forecasting currency volatility: a comparison of implied volatilities and AR(FI)MA models

Pong, E and Shackleton, M B and Taylor, S J and Xu, X (2004) Forecasting currency volatility: a comparison of implied volatilities and AR(FI)MA models. Journal of Banking and Finance, 28 (10). pp. 2541-2563. ISSN 0378-4266

Full text not available from this repository.

Official URL: https://doi.org/10.1016/j.jbankfin.2003.10.015

Item Type:

Journal Article

Journal or Publication Title:

Journal of Banking and Finance

Uncontrolled Keywords:

/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch

Subjects:

?? FINANCEECONOMICS AND ECONOMETRICSDISCIPLINE-BASED RESEARCH ??

Departments:

Lancaster University Management School > Accounting & Finance

ID Code:

43832

Deposited By:

ep_importer_pure

Deposited On:

11 Jul 2011 18:05

Refereed?:

Yes

Published?:

Published

Last Modified:

18 Sep 2023 00:23

URI:

https://eprints.lancs.ac.uk/id/eprint/43832