Pouvoir prédictif de la volatilité implicite dans le prix des options de change
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DOI: 10.3406/ecop.2001.6278
Note: DOI:10.3406/ecop.2001.6278
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Cited by:
- El Bouhadi, Abdelhamid & Achibane, Khalid, 2009. "The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?," MPRA Paper 19482, University Library of Munich, Germany.
- Abdelhamid El Bouhadi, 2003. "Conditional Volatility Of Most Active Shares Of Casablanca Stock Exchange," Finance 0305007, University Library of Munich, Germany, revised 02 Feb 2004.
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