McCurdy, T. H., & Morgan, I. G. (1986). Tests of the martingale hypothesis for foreign currency futures with time-varying volatility. Department of Economics, Queen's University.
Chicago Style (17th ed.) CitationMcCurdy, Thomas H., and Ieuan G. Morgan. Tests of the Martingale Hypothesis for Foreign Currency Futures with Time-varying Volatility. Kingston, Ontario: Department of Economics, Queen's University, 1986.
MLA (9th ed.) CitationMcCurdy, Thomas H., and Ieuan G. Morgan. Tests of the Martingale Hypothesis for Foreign Currency Futures with Time-varying Volatility. Department of Economics, Queen's University, 1986.
Warning: These citations may not always be 100% accurate.