%0 Journal Article %1 Taylor1997 %A Taylor, Stephen J. %A Xu, Xinzhong %D 1997 %J Journal of Empirical Finance %K ARCH models %N 4 %P 317--340 %T The incremental volatility information in one million foreign exchange quotations %U http://www.sciencedirect.com/science/article/B6VFG-3SX21J9-2/1/590f00c953536bc1dd05926780469ced %V 4

@article{Taylor1997, added-at = {2008-04-23T22:05:04.000+0200}, author = {Taylor, Stephen J. and Xu, Xinzhong}, biburl = {https://www.bibsonomy.org/bibtex/2fefc2e0fe13b8cf3629bff29ea48d96d/smicha}, interhash = {b94f8a3c7721822144f5bf13ecac6f1d}, intrahash = {fefc2e0fe13b8cf3629bff29ea48d96d}, journal = {Journal of Empirical Finance}, keywords = {ARCH models}, month = Dec, number = 4, pages = {317--340}, timestamp = {2008-04-23T22:23:47.000+0200}, title = {The incremental volatility information in one million foreign exchange quotations}, url = {http://www.sciencedirect.com/science/article/B6VFG-3SX21J9-2/1/590f00c953536bc1dd05926780469ced}, volume = 4, year = 1997 }