Home > Research > Publications & Outputs > The incremental volatility information in one m...

Research

View graph of relations

The incremental volatility information in one million foreign exchange quotations

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

Published

Standard

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 Journal/Magazine › Journal article › peer-review

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.

APA

Xu, X., & Taylor, S. J. (1997). The incremental volatility information in one million foreign exchange quotations. Journal of Empirical Finance, 4, 317-340.

Vancouver

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

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",
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

ER -