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

Detalhes bibliográficos
Main Authors: McCurdy, Thomas H. (Author), Morgan, Ieuan G. (Author)
Formato: Livro
Idioma:English
Publicado em: Kingston, Ontario Department of Economics, Queen's University 1986.
Colecção:Institute for Economic Research. Discussion paper no. 663
Assuntos: