A Nonlinear Analysis of Forward Premium and Volatility (Q3368201)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Nonlinear Analysis of Forward Premium and Volatility |
scientific article |
Statements
A Nonlinear Analysis of Forward Premium and Volatility (English)
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27 January 2006
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Forward and spot exchange rates
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Unbiasedness hypothesis of the forward rate
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ARCH-in-mean
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