Are standard deviations implied in currency option prices good predictors of future exchange rate volatility?
Guardado en:
| Autor principal: | |
|---|---|
| Formato: | Libro |
| Lenguaje: | inglés |
| Publicado: |
San Domenico (FI)
European University Institute
1994
|
| Colección: | EUI Working paper ECO
No. 94/10 |
| Materias: | |
| Etiquetas: |
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
MARC
| LEADER | 00000nam a2200000 4500 | ||
|---|---|---|---|
| 001 | c141257 | ||
| 005 | 20250704101106.8 | ||
| 041 | 0 | |a eng | |
| 044 | |a IT | ||
| 245 | 1 | 0 | |a Are standard deviations implied in currency option prices good predictors of future exchange rate volatility? |c Mariusz Tamborski |
| 264 | 1 | |a San Domenico (FI) |b European University Institute |c 1994 | |
| 300 | |a 23 s. | ||
| 490 | 1 | |a EUI Working paper ECO |v No. 94/10 | |
| 830 | 0 | |a EUI Working paper ECO |v No. 94/10 | |
| 610 | 2 | 0 | |a modely ekonomicko-matematické |
| 610 | 2 | 0 | |a peniaze |
| 610 | 2 | 0 | |a ceny |
| 610 | 2 | 0 | |a kurz devízový |
| 610 | 2 | 0 | |a mena |
| 610 | 2 | 0 | |a modelovanie ekonometrické |
| 100 | 1 | |a Tamborski, Mariusz | |