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Conditional volatility and the informational efficiency of the PHLX currency options market

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

Published
Publication date2003
Host publicationFinancial Forecasting
Place of PublicationCheltenham
PublisherEdward Elgar
Pages518-536
Number of pages19
Volume2
ISBN (Print)1-84064-034-0
Original languageEnglish