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

Jia Miao, Christian L. Dunis

Research output: Contribution to journal › Article › peer-review

Keywords

@article{72d97fb13ad8432faf699bb9fc9069f7,

title = "Volatility filters for FX portfolios trading: the impact of alternative volatility models",

keywords = "Accounting and finance",

author = "Jia Miao and Dunis, \{Christian L.\}",

year = "2006",

doi = "10.1080/17446540600706783",

language = "English",

volume = "2",

pages = "389--394",

journal = "Zoologischer Anzeiger",

issn = "0044-5231",

publisher = "Elsevier GmbH",

number = "6",

}

TY - JOUR

T1 - Volatility filters for FX portfolios trading

T2 - the impact of alternative volatility models

AU - Miao, Jia

AU - Dunis, Christian L.

PY - 2006

Y1 - 2006

KW - Accounting and finance

U2 - 10.1080/17446540600706783

DO - 10.1080/17446540600706783

M3 - Article

SN - 0044-5231

VL - 2

SP - 389

EP - 394

JO - Zoologischer Anzeiger

JF - Zoologischer Anzeiger

IS - 6

ER -