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

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: McCurdy, Thomas H. (Συγγραφέας)
Μορφή: Βιβλίο
Γλώσσα:English
Έκδοση: Kingston, Ont. Institute for Economic Research, Department of Economics, Queen's University 1985.
Σειρά:Discussion paper (Queen's University (Kingston, Ont.). Institute for Economic Research) no.
Θέματα:
Dollar, American > Mathematical models.
Money > Mathematical models. > Germany.
Martingale (Mathematics)