Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence

Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
J.V. Pérez-Rodríguez, J. Andrada-Félix, H. Rachinger. North American Journal of Economics and Finance, 2021, 57 (101438), pp. 1 - 15.   Fulltext   Abstract
Journal article