Volatility filters for FX portfolios trading: the impact of alternative volatility models

Miao, Jia and Dunis, Christian L. (2006) Volatility filters for FX portfolios trading: the impact of alternative volatility models. Applied Financial Economics Letters, 2(6), pp. 389-394. ISSN (print) 1744-6546

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Item Type: Article
Research Area: Accounting and finance
Faculty, School or Research Centre: Faculty of Business and Law
Faculty of Business and Law > Kingston Business School (Accounting and Finance) (until July 2013)
Depositing User: Patricia Lally
Date Deposited: 24 Jan 2013 15:36
Last Modified: 24 Jan 2013 15:36
URI: http://eprints.kingston.ac.uk/id/eprint/24584

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