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Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models

EconomicsVolatility ModelingFinancial EconomicsAsset PricingMa ModelsEngineeringEconomic ForecastingBusinessMacroeconomic ForecastingHigh-frequency Financial EconometricsForecastingImplied VolatilitiesCurrency VolatilityFinanceStatistics