The Incremental Volatility Information in One Million Foreign Exchange Quotations
Year of publication: |
[2001]
|
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Authors: | Taylor, Stephen J. |
Other Persons: | Xu, Xinzhong (contributor) |
Publisher: |
[2001]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: Journal of Empirical Finance, Vol. 4, pp. 317-340, 1997 Volltext nicht verfügbar |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; F31 - Foreign Exchange ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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