Tests of the martingale hypothesis for foreign currency futures with time-varying volatility
| Hoofdauteurs: | , |
|---|---|
| Formaat: | Boek |
| Taal: | English |
| Gepubliceerd in: |
Kingston, Ontario
Department of Economics, Queen's University
1986.
|
| Reeks: | Institute for Economic Research. Discussion paper
no. 663 |
| Onderwerpen: |