Conditional volatility and the informational efficiency of the PHLX currency options market
| Year of publication: |
1995
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|---|---|
| Authors: | Xu, X. ; Taylor, S.J. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 19.1995, 5, p. 803-822
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