Conditional volatility and the informational efficiency of the PHLX currency options market

Taylor, S J and Xu, X (2003) Conditional volatility and the informational efficiency of the PHLX currency options market. In: Financial Forecasting. Edward Elgar, Cheltenham, pp. 518-536. ISBN 1-84064-034-0

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Item Type:
Contribution in Book/Report/Proceedings
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
?? DISCIPLINE-BASED RESEARCH ??
ID Code:
46247
Deposited By:
Deposited On:
11 Jul 2011 19:58
Refereed?:
No
Published?:
Published
Last Modified:
21 Nov 2022 13:59