Lancaster EPrints

The incremental volatility information in one million foreign exchange quotations

Xu, X and Taylor, S J (1999) The incremental volatility information in one million foreign exchange quotations. In: Financial Markets Tick by Tick. John Wiley and Sons Ltd, Chichester, pp. 65-90. ISBN 0-471-98160-5

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Item Type: Contribution in Book/Report/Proceedings
Subjects: UNSPECIFIED
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 46017
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 20:54
Refereed?: No
Published?: Published
Last Modified: 26 Jul 2012 22:22
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/46017

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