Testing the martingale hypothesis in the Deutschmark/US dollar futures and spot markets

Testing the martingale hypothesis in the Deutschmark/US dollar futures and spot markets

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: McCurdy, Thomas H. (Údar)
Formáid: LEABHAR
Teanga:English
Foilsithe / Cruthaithe: Kingston, Ont. Institute for Economic Research, Department of Economics, Queen's University 1985.
Sraith:Discussion paper (Queen's University (Kingston, Ont.). Institute for Economic Research) no.
Ábhair:
Dollar, American > Mathematical models.
Money > Mathematical models. > Germany.
Martingale (Mathematics)