Volatility Smile and One-Month Foreign Currency Volatility Forecasts-Reference-Cited by-同舟云学术

Volatility Smile and One-Month Foreign Currency Volatility Forecasts

Published:2016-08-06 Issue:3 Volume:37 Page:286-312
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:

Author:

Wong Alfred Huah-Syn¹,Heaney Richard A.²

Affiliation:

1. Dr. Alfred Huah-Syn Wong is at the School of Accounting and Finance, Charles Sturt University, Bathurst, New South Wales, Australia

2. Prof. Richard A. Heaney, PhD, is in Accounting and Finance (UWA Business School), The University of Western Australia, Crawley, Western Australia, Australia

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference39 articles.

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4. Dollar jump fears, 1984-1992: Distributional abnormalities implicit in currency futures options;Bates;Journal of International Money and Finance,1996

5. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

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