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1 Ergebnisse
1
SWARCH and the implicit volatility of the Real/USD exchange..:
Rodrigo De Losso da Silveira Bueno
;
Rafael Machado Santana
http://virtualbib.fgv.br/ojs/index.php/rbfin/article/view/1305. , 2008
Link:
https://doaj.org/article/1331330c4c7e4a5bb5d99b6ef2f8c..
RT Journal T1
SWARCH and the implicit volatility of the Real/USD exchange rate
UL https://suche.suub.uni-bremen.de/peid=base-ftdoajarticles:oai:doaj.org_article:1331330c4c7e4a5bb5d99b6ef2f8ce66&Exemplar=1&LAN=DE A1 Rodrigo De Losso da Silveira Bueno A1 Rafael Machado Santana PB Brazilian Society of Finance YR 2008 K1 SWARCH K1 regime switching K1 persistance K1 implicit volatility K1 Finance K1 HG1-9999 JF http://virtualbib.fgv.br/ojs/index.php/rbfin/article/view/1305 LK http://dx.doi.org/https://doaj.org/article/1331330c4c7e4a5bb5d99b6ef2f8ce66 DO https://doaj.org/article/1331330c4c7e4a5bb5d99b6ef2f8ce66 SF ELIB - SuUB Bremen
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