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Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroscedasticity Author info | Abstract | Publisher info | Download info | Related research | Statistics McCurdy, Thomas H
Morgan, Ieuan G
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Article provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics .
Volume (Year): 3 (1988)
Issue (Month): 3 (July-Sept.)
Pages: 187-202
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Handle: RePEc:jae:japmet:v:3:y:1988:i:3:p:187-202Contact details of provider: Web page: http://www.interscience.wiley.com/jpages/0883-7252/
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