TESTS OF THE MARTINGALE HYPOTHESIS FOR FOREIGN-CURRENCY FUTURES WITH TIME-VARYING VOLATILITY

被引：52

作者：

MCCURDY, TH ^{[1
]}

MORGAN, IG ^{[1
]}

机构：

[1] QUEENS UNIV,SCH BUSINESS,KINGSTON K7L 3N6,ONTARIO,CANADA

来源：

INTERNATIONAL JOURNAL OF FORECASTING | 1987年 / 3卷 / 01期

关键词：

D O I：

10.1016/0169-2070(87)90083-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：131 / 148

页数：18

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