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Testing the Martingale hypothesis in deutsche mark futures with models specifying the form of heteroscedasticity
Authors:
McCurdy, Thomas H. Morgan, Ieuan G.
Citation:
H. Mccurdy, Thomas et G. Morgan, Ieuan, Testing the Martingale hypothesis in deutsche mark futures with models specifying the form of heteroscedasticity, Journal of applied econometrics , 3(3), 1988, pp. 187-202
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