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Title: Testing the forecasting ability of implied volatility of OTC currency pair using trading strategies.
Authors: Cheng, Alvin Beng Kiat.
Chua, Chin Tong.
Zheng, Ru.
Keywords: DRNTU::Business::Finance::Options
Issue Date: 2002
Abstract: This paper evaluates the forecasting ability of implied volatility of OCT dollar-yen options by applying a devised trading strategy.
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

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