Testing the martingale hypothesis in deutsche mark futures with models specifying the form of heteroscedasticity
- 1 July 1988
- journal article
- research article
- Published by Wiley in Journal of Applied Econometrics
- Vol. 3 (3) , 187-202
- https://doi.org/10.1002/jae.3950030303
Abstract
No abstract availableThis publication has 39 references indexed in Scilit:
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