The incremental volatility information in one million foreign exchange quotations

Xu, X and Taylor, S J (1997) The incremental volatility information in one million foreign exchange quotations. Journal of Empirical Finance, 4. pp. 317-340.

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Item Type:
Journal Article
Journal or Publication Title:
Journal of Empirical Finance
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
?? FINANCEECONOMICS AND ECONOMETRICSDISCIPLINE-BASED RESEARCH ??
ID Code:
43430
Deposited By:
Deposited On:
11 Jul 2011 17:59
Refereed?:
Yes
Published?:
Published
Last Modified:
20 Sep 2023 00:12