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The quality of volatility traded on the over‐the‐counter currency market: A multiple horizons study

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References

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1997Inferring Future Volatility from the Information in Implied Volatility in Eurodollar Options: A New Approach116 cited

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2012Predicting volatility using the Markov-switching multifractal model: Evidence from S&P 100 index and equity options24 cited