Conditional volatility and the informational efficiency of the PHLX currency options market
Xinzhong Xu ; Stephen J. Taylor
| Year of publication: |
1995
|
|---|---|
| Authors: | Xu, Xinzhong |
| Other Persons: | Taylor, Stephen (contributor) |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 19.1995, 5, p. 803-821
|
| Subject: | Währungsderivat | Currency derivative | Volatilität | Volatility | Schätztheorie | Estimation theory | USA | United States | 1985-1992 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001185510