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July 1, 1988Journal of Applied Econometrics

Testing the martingale hypothesis in deutsche mark futures with models specifying the form of heteroscedasticity

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TMThomas H. McCurdyEnvironmental Protection AgencyIMIeuan G. MorganQueen's University

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McCurdy et al. (1988) studied this question.

synapsesocial.com/papers/6a0dbee4389a567298baa91chttps://doi.org/10.1002/jae.3950030303
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