Tests of the martingale hypothesis for foreign currency futures with time-varying volatility
| Main Authors: | , |
|---|---|
| 格式: | 图书 |
| 语言: | English |
| 出版: |
Kingston, Ontario
Department of Economics, Queen's University
1986.
|
| 丛编: | Institute for Economic Research. Discussion paper
no. 663 |
| 主题: |