Markov chain tests of the unbiasedness hypothesis in the forward foreign exchange market
Allan W. Gregory and Michael J. Sampson
| Year of publication: |
1989
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|---|---|
| Authors: | Gregory, Allan W. |
| Other Persons: | Sampson, Michael J. (contributor) |
| Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 5.1989, 1, p. 143-154
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| Subject: | Währungsderivat | Currency derivative | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
| 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/10001078688