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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

Standard

Conditional volatility and the informational efficiency of the PHLX currency options market. / Taylor, S J; Xu, X.
Financial Forecasting. Vol. 2 Cheltenham: Edward Elgar, 2003. p. 518-536.

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

Harvard

Taylor, SJ & Xu, X 2003, Conditional volatility and the informational efficiency of the PHLX currency options market. in Financial Forecasting. vol. 2, Edward Elgar, Cheltenham, pp. 518-536.

APA

Taylor, S. J., & Xu, X. (2003). Conditional volatility and the informational efficiency of the PHLX currency options market. In Financial Forecasting (Vol. 2, pp. 518-536). Edward Elgar.

Vancouver

Taylor SJ, Xu X. Conditional volatility and the informational efficiency of the PHLX currency options market. In Financial Forecasting. Vol. 2. Cheltenham: Edward Elgar. 2003. p. 518-536

Author

Taylor, S J ; Xu, X. / Conditional volatility and the informational efficiency of the PHLX currency options market. Financial Forecasting. Vol. 2 Cheltenham : Edward Elgar, 2003. pp. 518-536

Bibtex

@inbook{e529b4f138574299a4b1a646c1353bf9,
title = "Conditional volatility and the informational efficiency of the PHLX currency options market",
author = "Taylor, {S J} and X Xu",
year = "2003",
language = "English",
isbn = "1-84064-034-0",
volume = "2",
pages = "518--536",
booktitle = "Financial Forecasting",
publisher = "Edward Elgar",

}

RIS

TY - CHAP

T1 - Conditional volatility and the informational efficiency of the PHLX currency options market

AU - Taylor, S J

AU - Xu, X

PY - 2003

Y1 - 2003

M3 - Chapter

SN - 1-84064-034-0

VL - 2

SP - 518

EP - 536

BT - Financial Forecasting

PB - Edward Elgar

CY - Cheltenham

ER -