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The Information Content of Implied Stochastic Volatility from Currency Options

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  • Dajiang Guo

Abstract

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  • Dajiang Guo, 1996. "The Information Content of Implied Stochastic Volatility from Currency Options," Canadian Journal of Economics, Canadian Economics Association, vol. 29(s1), pages 559-561, April.
  • Handle: RePEc:cje:issued:v:29:y:1996:i:s1:p:559-61
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    Cited by:

    1. Suk Joon Byun & Dong Woo Rhee & Sol Kim, 2011. "Intraday volatility forecasting from implied volatility," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 7(1), pages 83-100, February.
    2. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.

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