The incremental volatility information in one million foreign exchange quotations

Accounting and Finance

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

Published

Standard

The incremental volatility information in one million foreign exchange quotations. / Xu, X; Taylor, S J.
Financial Markets Tick by Tick. Chichester: John Wiley and Sons Ltd, 1999. p. 65-90.

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

Harvard

Xu, X & Taylor, SJ 1999, The incremental volatility information in one million foreign exchange quotations. in Financial Markets Tick by Tick. John Wiley and Sons Ltd, Chichester, pp. 65-90.

APA

Xu, X., & Taylor, S. J. (1999). The incremental volatility information in one million foreign exchange quotations. In Financial Markets Tick by Tick (pp. 65-90). John Wiley and Sons Ltd.

Vancouver

Xu X, Taylor SJ. The incremental volatility information in one million foreign exchange quotations. In Financial Markets Tick by Tick. Chichester: John Wiley and Sons Ltd. 1999. p. 65-90

Author

Xu, X ; Taylor, S J. / The incremental volatility information in one million foreign exchange quotations. Financial Markets Tick by Tick. Chichester : John Wiley and Sons Ltd, 1999. pp. 65-90

Bibtex

@inbook{9040a62b44f04a4cacaf52d5d297327b,

title = "The incremental volatility information in one million foreign exchange quotations",

author = "X Xu and Taylor, {S J}",

year = "1999",

language = "English",

isbn = "0-471-98160-5",

pages = "65--90",

booktitle = "Financial Markets Tick by Tick",

publisher = "John Wiley and Sons Ltd",

}

RIS

TY - CHAP

T1 - The incremental volatility information in one million foreign exchange quotations

AU - Xu, X

AU - Taylor, S J

PY - 1999

Y1 - 1999

M3 - Chapter

SN - 0-471-98160-5

SP - 65

EP - 90

BT - Financial Markets Tick by Tick

PB - John Wiley and Sons Ltd

CY - Chichester

ER -

Research