Testing the unbiased forward rate hypothesis : evidence on unit roots, co-integration, and stochastic coefficients
Scott W. Barnhart and Andrew C. Szakmary
| Year of publication: |
1991
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|---|---|
| Authors: | Barnhart, Scott W. |
| Other Persons: | Szakmary, Andrew Charles (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 26.1991, 2, p. 245-267
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| Subject: | Währungsderivat | Currency derivative | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Theorie | Theory | 1974-1988 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001106732