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The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates. / Xu, G; Taylor, S J.
In: Review of Futures Markets, Vol. 13, 1994, p. 355-380.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Xu, G & Taylor, SJ 1994, 'The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates', Review of Futures Markets, vol. 13, pp. 355-380.

APA

Xu, G., & Taylor, S. J. (1994). The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates. Review of Futures Markets, 13, 355-380.

Vancouver

Xu G, Taylor SJ. The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates. Review of Futures Markets. 1994;13:355-380.

Author

Xu, G ; Taylor, S J. / The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates. In: Review of Futures Markets. 1994 ; Vol. 13. pp. 355-380.

Bibtex

@article{78144b11d8b84b90a48a4958203ab898,
title = "The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates",
author = "G Xu and Taylor, {S J}",
year = "1994",
language = "English",
volume = "13",
pages = "355--380",
journal = "Review of Futures Markets",
issn = "0898-011X",

}

RIS

TY - JOUR

T1 - The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates

AU - Xu, G

AU - Taylor, S J

PY - 1994

Y1 - 1994

M3 - Journal article

VL - 13

SP - 355

EP - 380

JO - Review of Futures Markets

JF - Review of Futures Markets

SN - 0898-011X

ER -