Do the pure martingale and joint normality hypotheses hold for futures contracts?
| Year of publication: |
2008
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| Authors: | Chen, Sheng-Syan ; Lee, Cheng-few ; Shrestha, Keshab |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 11142170. - Vol. 48.2008, 1, p. 153
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