Tests of the martingale hypothesis for foreign currency futures with time-varying volatility
| Príomhchruthaitheoirí: | , |
|---|---|
| Formáid: | LEABHAR |
| Teanga: | English |
| Foilsithe / Cruthaithe: |
Kingston, Ontario
Department of Economics, Queen's University
1986.
|
| Sraith: | Institute for Economic Research. Discussion paper
no. 663 |
| Ábhair: |