Conditional volatility and the informational efficiency of the PHLX currency options market - Research Portal | Lancaster University

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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/ISSN › Chapter

Published

S J Taylor
X Xu

Publication date	2003
Host publication	Financial Forecasting
Place of Publication	Cheltenham
Publisher	Edward Elgar
Pages	518-536
Number of pages	19
Volume	2
ISBN (print)	1-84064-034-0
<mark>Original language</mark>	English