Volatility models of currency futures in developed and emerging markets. (Q1418607)
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scientific article; zbMATH DE number 2026624
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility models of currency futures in developed and emerging markets. |
scientific article; zbMATH DE number 2026624 |
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Volatility models of currency futures in developed and emerging markets. (English)
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14 January 2004
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cost-of-carry volatility systems
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unbiased expectations hypothesis volatility system
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