Technical trading and the volatility of exchange rates (Q4610247): Difference between revisions

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+Modeling and Forecasting Realized Volatility
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+Normal rank
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+ARCH modeling in finance. A review of the theory and empirical evidence
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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+Market Volatility and Feedback Effects from Dynamic Hedging
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+Noise Trading and Exchange Rate Regimes
@@ Property / cites work: Noise Trading and Exchange Rate Regimes / rank @@
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+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
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+Simultaneous bootstrap confidence bands in nonparametric regression
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+On Feedback Effects from Hedging Derivatives
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+General Black-Scholes models accounting for increased market volatility from hedging strategies
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