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

Bibliographische Detailangaben
1. Verfasser: McCurdy, Thomas H. (VerfasserIn)
Format: Buch
Sprache:English
Veröffentlicht: Kingston, Ont. Institute for Economic Research, Department of Economics, Queen's University 1985.
Schriftenreihe:Discussion paper (Queen's University (Kingston, Ont.). Institute for Economic Research) no.
Schlagworte:
Dollar, American > Mathematical models.
Money > Mathematical models. > Germany.
Martingale (Mathematics)