Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroscedasticity.
| Year of publication: |
1988
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|---|---|
| Authors: | McCurdy, Thomas H ; Morgan, Ieuan G |
| Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 3.1988, 3, p. 187-202
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| Publisher: |
John Wiley & Sons, Ltd. |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005823701