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

Bibliografische gegevens
Hoofdauteur: McCurdy, Thomas H. (Auteur)
Formaat: Boek
Taal:English
Gepubliceerd in: Kingston, Ont. Institute for Economic Research, Department of Economics, Queen's University 1985.
Reeks:Discussion paper (Queen's University (Kingston, Ont.). Institute for Economic Research) no.
Onderwerpen:
Dollar, American > Mathematical models.
Money > Mathematical models. > Germany.
Martingale (Mathematics)