Work

Predicting Volatility in the Foreign Exchange Market

Year: 1995

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1995.tb04793.x

Author: PHILIPPE JORION

Institutions: University of Wisconsin–Madison, Georgetown University, University of California, Irvine

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2120925732

FWCI: 23.35

Cites: 37

Cited by: 701

Related to: 10