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
收藏
页码：131 / 148
页数：18
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