%0 Journal Article %1 McCurdy1987 %A McCurdy, Thomas H. %A Morgan, Ieuan G. %D 1987 %J International Journal of Forecasting %K Foreign currency futures %N 1 %P 131--148 %T Tests of the martingale hypothesis for foreign currency futures with time-varying volatility %U http://www.sciencedirect.com/science/article/B6V92-45W48CY-C/1/a518f63e15774e963ba65842f394ff8f %V 3

@article{McCurdy1987, added-at = {2008-04-22T15:17:45.000+0200}, author = {McCurdy, Thomas H. and Morgan, Ieuan G.}, biburl = {https://www.bibsonomy.org/bibtex/25f05eb8104f6af80a22dc4d9f35066ac/smicha}, interhash = {8f6ad66926c09eb17a79d24aaf9e149c}, intrahash = {5f05eb8104f6af80a22dc4d9f35066ac}, journal = {International Journal of Forecasting}, keywords = {Foreign currency futures}, number = 1, pages = {131--148}, timestamp = {2008-04-22T15:31:22.000+0200}, title = {Tests of the martingale hypothesis for foreign currency futures with time-varying volatility}, url = {http://www.sciencedirect.com/science/article/B6V92-45W48CY-C/1/a518f63e15774e963ba65842f394ff8f}, volume = 3, year = 1987 }