Title of article
Conditional volatility and the informational efficiency of the PHLX currency options market
Author/Authors
Xinzhong Xu، نويسنده , , Stephen J. Taylor، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
19
From page
803
To page
821
Keywords
ARCH models: Forecasting: Informational efficiency: Options: Volatility
Journal title
Journal of Banking and Finance
Serial Year
1995
Journal title
Journal of Banking and Finance
Record number
192789
Link To Document