Tests of the martingale hypothesis for foreign currency futures with time-varying volatility
| Autors principals: | , |
|---|---|
| Format: | Llibre |
| Idioma: | English |
| Publicat: |
Kingston, Ontario
Department of Economics, Queen's University
1986.
|
| Col·lecció: | Institute for Economic Research. Discussion paper
no. 663 |
| Matèries: |