Testing the martingale hypothesis in deutsche mark futures with models specifying the form of heteroscedasticity
- 作者Thomas H. McCurdy; Ieuan G. Morgan
- 卷第3卷
- 期第3期
- 印刷ISSN0883-7252
- 电子ISSN1099-1255
- 文件大小999.59KB
- 发表时间1988
- DOI10.1002/jae.3950030303
- 页码187-202
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