Work

Alternative volatility models for risk management and trading: Application to the EUR/USD and USD/JPY rates

Year: 2005

Type: article

Source: Derivatives Use Trading &#38 Regulation

DOI: 10.1057/palgrave.dutr.1840013

Authors: Christian L Dunis, Yao Xian Chen

Institution: Liverpool John Moores University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2053813487

FWCI: 3.412

Cites: 72

Cited by: 28

Related to: 10