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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
Subjects:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 46247
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 20:58
Refereed?: No
Published?: Published
Last Modified: 26 Jul 2012 22:27
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/46247

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