Tests of unbiasedness in the foreign exchange futures markets : an examination of price limits and conditional heteroscedasticity
Laura E. Kodres
| Year of publication: |
1993
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|---|---|
| Authors: | Kodres, Laura E. |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 66.1993, 3, p. 463-490
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| Subject: | Währungsderivat | Currency derivative | Finanzmarktregulierung | Financial market regulation | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | USA | United States | 1973-1987 |
| 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/10001147955