This paper concerns the application of implied volatility in modeling realized volatility in the daily, weekly and monthly horizon using high-frequency data for the EUR/GBP exchange rate. The EUR/GBP ...
One of the most important risk factors when trading financial assets and their derivatives is the actual and historical volatility of the underlying asset that impacts the implied volatility used to ...
Bloomberg has expanded its coverage of corporate carbon emissions using a new estimates model that is providing greenhouse gas datasets on about 40,000 more companies. The US data giant said carbon ...