Tests of the martingale hypothesis for foreign currency futures with time-varying volatility

Detalles Bibliográficos
Main Authors: McCurdy, Thomas H. (Author), Morgan, Ieuan G. (Author)
Formato: Libro
Idioma:English
Publicado: Kingston, Ontario Department of Economics, Queen's University 1986.
Series:Institute for Economic Research. Discussion paper no. 663
Subjects: