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Xu, X.
Taylor, Stephen
42
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The incremental volatility information in one million foreign exchange quotations
Taylor, S.J.
;
Xu, X.
- In:
Journal of empirical finance
4
(
1997
)
4
,
pp. 317-340
Persistent link: https://www.econbiz.de/10007249622
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2
Conditional volatility and the informational efficiency of the PHLX currency options market
Xu, X.
;
Taylor, S.J.
- In:
Journal of banking & finance
19
(
1995
)
5
,
pp. 803-822
Persistent link: https://www.econbiz.de/10005910527
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