implied volatility – BIBLIO-GLOBUS Science

The Historical and Implied Volatility of the Russian Ruble. The Link between the Ruble’s Exchange Rate and Oil Quotations

Anatoliy Parfenov The Historical and Implied Volatility of the Russian Ruble. The Link between the Ruble’s Exchange Rate and Oil Quotations // Global Markets and Financial Engineering (Russian version). — 2016. — Vol. 3. — № 1. — p. 21-28. — doi: 10.18334/grfi.3.1.37063

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Keyword: implied volatility

The Historical and Implied Volatility of the Russian Ruble. The Link between the Ruble’s Exchange Rate and Oil Quotations

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