مرکز منطقه ای اطلاع رساني علوم و فناوري - Conditional volatility and the informational efficiency of the PHLX currency options market

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 :

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 :