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

Dettagli Bibliografici
Autore principale: McCurdy, Thomas H. (Autore)
Natura: Libro
Lingua:English
Pubblicazione: Kingston, Ont. Institute for Economic Research, Department of Economics, Queen's University 1985.
Serie:Discussion paper (Queen's University (Kingston, Ont.). Institute for Economic Research) no.
Soggetti:
Dollar, American > Mathematical models.
Money > Mathematical models. > Germany.
Martingale (Mathematics)