Do currency futures prices follow random walks?
Ming-Shiun Pan ; Kam C. Chan ; Robert C. W. Fok
| Year of publication: |
1997
|
|---|---|
| Authors: | Pan, Ming-Shiun |
| Other Persons: | Chan, Kam C. (contributor) ; Fok, Robert C. W. (contributor) |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 4.1997, 1, p. 1-15
|
| Subject: | Währungsderivat | Currency derivative | Wahrscheinlichkeitsrechnung | Probability theory | Deutsche Mark | Pfund Sterling | Pound Sterling | Yen | Schweizer Franken | Swiss franc | USA | United States | 1977-1987 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001224777