Investigating unusual changes in real-dollar exchange rate
Price distributions forecast has become a relevant subject for risk and pricing literature. Special concern resides on tail probabilities, which usually present more severe observations than Normal distributions would predict. This work aims to verify ifthe volatility implied in real-dollar options...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Fundação Getúlio Vargas
2008-06-01
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| Series: | Revista Brasileira de Economia |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402008000200002 |