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The incremental volatility information in one million foreign exchange quotations

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The incremental volatility information in one million foreign exchange quotations. / Xu, X; Taylor, S J.

In: Journal of Empirical Finance, Vol. 4, 1997, p. 317-340.

Research output: Contribution to journalJournal article

Harvard

Xu, X & Taylor, SJ 1997, 'The incremental volatility information in one million foreign exchange quotations', Journal of Empirical Finance, vol. 4, pp. 317-340.

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Vancouver

Author

Xu, X ; Taylor, S J. / The incremental volatility information in one million foreign exchange quotations. In: Journal of Empirical Finance. 1997 ; Vol. 4. pp. 317-340.

Bibtex

@article{93bdf3ba3f2b488db5429703c5fa9ecf,
title = "The incremental volatility information in one million foreign exchange quotations",
author = "X Xu and Taylor, {S J}",
year = "1997",
language = "English",
volume = "4",
pages = "317--340",
journal = "Journal of Empirical Finance",
issn = "0927-5398",
publisher = "Elsevier",

}

RIS

TY - JOUR

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

AU - Xu, X

AU - Taylor, S J

PY - 1997

Y1 - 1997

M3 - Journal article

VL - 4

SP - 317

EP - 340

JO - Journal of Empirical Finance

JF - Journal of Empirical Finance

SN - 0927-5398

ER -