Tamborski, M. (1994). Are standard deviations implied in currency option prices good predictors of future exchange rate volatility? European University Institute.
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Chicago Style (17th ed.) Citation
Tamborski, Mariusz. Are Standard Deviations Implied in Currency Option Prices Good Predictors of Future Exchange Rate Volatility? San Domenico (FI): European University Institute, 1994.
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MLA (9th ed.) Citation
Tamborski, Mariusz. Are Standard Deviations Implied in Currency Option Prices Good Predictors of Future Exchange Rate Volatility? European University Institute, 1994.
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Warning: These citations may not always be 100% accurate.