Tests of the martingale hypothesis for foreign currency futures with time-varying volatility
| Hlavní autoři: | , |
|---|---|
| Médium: | Kniha |
| Jazyk: | English |
| Vydáno: |
Kingston, Ontario
Department of Economics, Queen's University
1986.
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| Edice: | Institute for Economic Research. Discussion paper
no. 663 |
| Témata: |