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

Full text not available from this repository.
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:
16 Jul 2024 02:14