Testing the martingale hypothesis in the Deutschmark/US dollar futures and spot markets

Detalles Bibliográficos
Autor principal:	McCurdy, Thomas H. (Autor)
Formato:	Libro
Lenguaje:	inglés
Publicado:	Kingston, Ont. Institute for Economic Research, Department of Economics, Queen's University 1985.
Colección:	Discussion paper (Queen's University (Kingston, Ont.). Institute for Economic Research) no.
Materias:	Dollar, American > Mathematical models. Money > Mathematical models. > Germany. Martingale (Mathematics)