Baleful 发表于 2025-3-21 17:48:25

书目名称Analysing Intraday Implied Volatility for Pricing Currency Options影响因子(影响力)<br>        http://figure.impactfactor.cn/if/?ISSN=BK0156017<br><br>        <br><br>书目名称Analysing Intraday Implied Volatility for Pricing Currency Options影响因子(影响力)学科排名<br>        http://figure.impactfactor.cn/ifr/?ISSN=BK0156017<br><br>        <br><br>书目名称Analysing Intraday Implied Volatility for Pricing Currency Options网络公开度<br>        http://figure.impactfactor.cn/at/?ISSN=BK0156017<br><br>        <br><br>书目名称Analysing Intraday Implied Volatility for Pricing Currency Options网络公开度学科排名<br>        http://figure.impactfactor.cn/atr/?ISSN=BK0156017<br><br>        <br><br>书目名称Analysing Intraday Implied Volatility for Pricing Currency Options被引频次<br>        http://figure.impactfactor.cn/tc/?ISSN=BK0156017<br><br>        <br><br>书目名称Analysing Intraday Implied Volatility for Pricing Currency Options被引频次学科排名<br>        http://figure.impactfactor.cn/tcr/?ISSN=BK0156017<br><br>        <br><br>书目名称Analysing Intraday Implied Volatility for Pricing Currency Options年度引用<br>        http://figure.impactfactor.cn/ii/?ISSN=BK0156017<br><br>        <br><br>书目名称Analysing Intraday Implied Volatility for Pricing Currency Options年度引用学科排名<br>        http://figure.impactfactor.cn/iir/?ISSN=BK0156017<br><br>        <br><br>书目名称Analysing Intraday Implied Volatility for Pricing Currency Options读者反馈<br>        http://figure.impactfactor.cn/5y/?ISSN=BK0156017<br><br>        <br><br>书目名称Analysing Intraday Implied Volatility for Pricing Currency Options读者反馈学科排名<br>        http://figure.impactfactor.cn/5yr/?ISSN=BK0156017<br><br>        <br><br>

cajole 发表于 2025-3-22 00:02:49

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影响带来 发表于 2025-3-22 04:05:30

Magdalena Musiał-Karg,Óscar G. Luengoicing currency options, respectively. The findings indicated that the 2-month maturity IV from early of a week (Monday or Tuesday) and 1-month maturity IV from later of a week (Thursday) in the closing trading period contain relevant information to calculate the value of currency options for the wit

雪崩 发表于 2025-3-22 07:59:08

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没有准备 发表于 2025-3-22 12:23:38

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培养 发表于 2025-3-22 15:38:47

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思考 发表于 2025-3-22 21:01:13

Literature Review, performance of intraday IV is evaluated through forecasting RV. Third, this study investigates the literature, and no significant research has been found on the IV for pricing options. However, the IV is widely accepted in the literature that the information content embedded in IV is vital to forec

看法等 发表于 2025-3-23 00:01:48

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nepotism 发表于 2025-3-23 04:22:58

Conclusion of Thesis,ital information about the future volatility of the underlying currency and pricing currency options. Second, IV incorporates all information is not relevant to compute the value of currency options for less than a week estimate horizon. Third, IV of the closing period on Monday and Tuesday subsumes

认识 发表于 2025-3-23 06:29:16

2730-6038 his book focuses on the impact of high-frequency data in forecasting market volatility and options price. New technologies have created opportunities to obtain better, faster, and more efficient datasets to explore financial market phenomena at the most acceptable data levels. It provides reliable i
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查看完整版本: Titlebook: Analysing Intraday Implied Volatility for Pricing Currency Options; Thi Le Book 2021 The Editor(s) (if applicable) and The Author(s), unde