Tracking Brazilian Exchange Rate Volatility
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Keywordsimplied volatility; telescoping observations; GMM;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-10-30 (All new papers)
- NEP-FIN-2004-10-30 (Finance)
- NEP-IFN-2004-10-30 (International Finance)
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