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:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 46247
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 19:58
Refereed?: No
Published?: Published
Last Modified: 30 Sep 2019 10:40
URI: https://eprints.lancs.ac.uk/id/eprint/46247

Actions (login required)

View Item View Item