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

Dades bibliogràfiques
Autor principal: McCurdy, Thomas H. (Autor)
Format: Llibre
Idioma:English
Publicat: Kingston, Ont. Institute for Economic Research, Department of Economics, Queen's University 1985.
Col·lecció:Discussion paper (Queen's University (Kingston, Ont.). Institute for Economic Research) no.
Matèries:
Dollar, American > Mathematical models.
Money > Mathematical models. > Germany.
Martingale (Mathematics)