Conditional volatility and the informational efficiency of the PHLX currency options market
Year of publication: |
1995
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Authors: | Xu, Xinzhong ; Taylor, Stephen J. |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 19.1995, 5, p. 803-821
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Publisher: |
Elsevier |
Saved in:
Online Resource
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