Testing the martingale hypothesis in the Deutschmark/US dollar futures and spot markets
Thomas H. MacCurdy and Ieuan G. Morgan. [Queen's University, Institute for Economic Research]
| Year of publication: |
1985
|
|---|---|
| Authors: | MacCurdy, Thomas H. ; Morgan, Ieuan G. |
| Publisher: |
[Kingston] |
| Subject: | Statistik | Schätzmethodik und Testmethodik | Devisenhandel | USA | Deutschland | Geld und Währung | Martingal | Martingale | Derivat | Derivative | Wechselkurs | Exchange rate | Spotmarkt | Spot market | Theorie | Theory | Währungsderivat | Currency derivative |
| Extent: | 24, 3 S. 4° |
|---|---|
| Series: | Discussion paper ; Nr 639 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003529091