Forecasting exchange rate volatility: a multiple horizon comparison using historical, realized and implied volatility measures
- 作者David T. L. Siu; John Okunev
- 卷第28卷
- 期第6期
- 印刷ISSN0277-6693
- 电子ISSN1099-131X
- 文件大小160.21KB
- 发表时间2009
- DOI10.1002/for.1090
- 页码465-486
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