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Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models.

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Title: Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models.
Authors: Pong, Shiuyan1, Shackleton, Mark B.1, Taylor, Stephen J.1 s.taylor@lancaster.ac.uk, Xu, Xinzhong2
Source: Journal of Banking & Finance. Oct2004, Vol. 28 Issue 10, p2541-2563. 23p.
Database: Business Source Ultimate
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 14674930
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Data: Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models.
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Banking+%26+Finance%22">Journal of Banking & Finance</searchLink>. Oct2004, Vol. 28 Issue 10, p2541-2563. 23p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=14674930
RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1016/j.jbankfin.2003.10.015
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 23
        StartPage: 2541
    Titles:
      – TitleFull: Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models.
        Type: main
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            NameFull: Pong, Shiuyan
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            NameFull: Shackleton, Mark B.
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            NameFull: Taylor, Stephen J.
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            NameFull: Xu, Xinzhong
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            – D: 01
              M: 10
              Text: Oct2004
              Type: published
              Y: 2004
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              Value: 03784266
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              Value: 28
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              Value: 10
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            – TitleFull: Journal of Banking & Finance
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