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The daily volatility of the USD-GBP exchange rate is given as 0.6% and the exchange rate at the closing of last day trading date (at
The daily volatility of the USD-GBP exchange rate is given as 0.6% and the exchange rate at the closing of last day trading date (at 16:00) was 1.50. An EWMA model is fitted and the ? parameter is ...
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Understanding Financial Statements
Authors: Lyn Fraser, Aileen Ormiston
11th edition
133874036, 978-0133874037
