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Conditional volatility and the informational ef...
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Conditional volatility and the informational efficiency of the PHLX currency options markets
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
Published
Overview
Cite this
X Xu
S J Taylor
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<mark>Journal publication date</mark>
1995
<mark>Journal</mark>
Journal of Banking and Finance
Volume
19
Number of pages
19
Pages (from-to)
803-821
Publication Status
Published
<mark>Original language</mark>
English