%0 Journal Article %1 Xu1995 %A Xu, Xinzhong %A Taylor, Stephen J. %D 1995 %J Journal of Banking & Finance %K ARCH models %N 5 %P 803--821 %T Conditional volatility and the informational efficiency of the PHLX currency options market %U http://www.sciencedirect.com/science/article/B6VCY-3YB56RG-T/1/b7811074d7e109460647d359c3cf50c7 %V 19

@article{Xu1995, added-at = {2008-04-22T13:53:19.000+0200}, author = {Xu, Xinzhong and Taylor, Stephen J.}, biburl = {https://www.bibsonomy.org/bibtex/223efbf452c162322cc8fad36d479f2bf/smicha}, description = {Journal of Banking & Finance}, interhash = {2227196f129f89a0fe973e168473546b}, intrahash = {23efbf452c162322cc8fad36d479f2bf}, journal = {Journal of Banking \& Finance}, keywords = {ARCH models}, month = Aug, number = 5, pages = {803--821}, timestamp = {2008-04-22T13:54:28.000+0200}, title = {Conditional volatility and the informational efficiency of the PHLX currency options market}, url = {http://www.sciencedirect.com/science/article/B6VCY-3YB56RG-T/1/b7811074d7e109460647d359c3cf50c7}, volume = 19, year = 1995 }