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Modelling and Forecasting Unbiased Extreme Value Volatility Estimator: A Study Based on EUR/USD Exchange Rate
Author(s) -
Dilip Kumar
Publication year - 2018
Publication title -
theoretical economics letters
Language(s) - English
Resource type - Journals
eISSN - 2162-2078
pISSN - 2162-2086
DOI - 10.4236/tel.2018.89102
Subject(s) - econometrics , volatility (finance) , estimator , economics , forward volatility , exchange rate , implied volatility , volatility smile , mathematics , statistics , finance

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