Tests of the martingale hypothesis for foreign currency...

Tests of the martingale hypothesis for foreign currency futures with time-varying volatility

Thomas H. McCurdy, Ieuan G. Morgan
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Volume:
3
Year:
1987
Language:
english
DOI:
10.1016/0169-2070(87)90083-5
File:
PDF, 1.38 MB
english, 1987
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