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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Contribution in Book/Report/Proceedings
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
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ID Code:
46247
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Deposited On:
11 Jul 2011 19:58
Refereed?:
No
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Published
Last Modified:
15 Sep 2020 05:24