Home > Research > Publications & Outputs > Conditional volatility and the informational ef...
View graph of relations

Conditional volatility and the informational efficiency of the PHLX currency options markets

Research output: Contribution to journalJournal articlepeer-review

Published

Standard

Conditional volatility and the informational efficiency of the PHLX currency options markets. / Xu, X; Taylor, S J.

In: Journal of Banking and Finance, Vol. 19, 1995, p. 803-821.

Research output: Contribution to journalJournal articlepeer-review

Harvard

APA

Vancouver

Author

Xu, X ; Taylor, S J. / Conditional volatility and the informational efficiency of the PHLX currency options markets. In: Journal of Banking and Finance. 1995 ; Vol. 19. pp. 803-821.

Bibtex

@article{ad0b7d747e964c9c83890c10532738bf,
title = "Conditional volatility and the informational efficiency of the PHLX currency options markets",
author = "X Xu and Taylor, {S J}",
year = "1995",
language = "English",
volume = "19",
pages = "803--821",
journal = "Journal of Banking and Finance",
issn = "0378-4266",
publisher = "Elsevier",

}

RIS

TY - JOUR

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

AU - Xu, X

AU - Taylor, S J

PY - 1995

Y1 - 1995

M3 - Journal article

VL - 19

SP - 803

EP - 821

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

SN - 0378-4266

ER -