Expand icon Search icon File icon file Download

Foreign exchange, fractional cointegration and the implied?realized volatility relation

Kellard, NM and Dunis, C and Sarantis, N (2010) Foreign exchange, fractional cointegration and the implied?realized volatility relation. Journal of Banking & Finance, 34 (4). pp. 882-891. DOI https://doi.org/10.1016/j.jbankfin.2009.09.017



Abstract

Available files

Full text not available from this repository.

Statistics

Altmetrics

Downloads

downloads and page views since this item was published

View detailed statistics