Tests of the martingale hypothesis for foreign currency futures with time-varying volatility
| Year of publication: |
1987
|
|---|---|
| Authors: | McCurdy, Thomas H. ; Morgan, Ieuan G. |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 3.1987, 1, p. 131-148
|
| Publisher: |
Elsevier |