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

Xehetasun bibliografikoak
Egile nagusia: McCurdy, Thomas H. (Egilea)
Formatua: Liburua
Hizkuntza:English
Argitaratua: Kingston, Ont. Institute for Economic Research, Department of Economics, Queen's University 1985.
Saila:Discussion paper (Queen's University (Kingston, Ont.). Institute for Economic Research) no.
Gaiak:
Dollar, American > Mathematical models.
Money > Mathematical models. > Germany.
Martingale (Mathematics)