TESTING THE MARTINGALE HYPOTHESIS IN DEUTSCHE-MARK FUTURES WITH MODELS SPECIFYING THE FORM OF HETEROSCEDASTICITY

被引：49

作者：

MCCURDY, TH

MORGAN, IG

机构：

来源：

JOURNAL OF APPLIED ECONOMETRICS | 1988年 / 3卷 / 03期

关键词：

D O I：

10.1002/jae.3950030303

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：187 / 202

页数：16

共 52 条

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