Excursions in the Martingale Hypothesis

2004 ◽  
Author(s):  
Paolo Guasoni
Keyword(s):  
Martingale Hypothesis

Testing the Martingale Hypothesis for Gross Returns

2014 ◽  
Author(s):  
Oliver B. Linton ◽  
Ekaterina Smetanina
Keyword(s):  
Martingale Hypothesis

scholarly journals Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates

1997 ◽  
Vol 15 (1) ◽  
pp. 51 ◽  
Author(s):  
Wai Mun Fong ◽  
Seng Kee Koh ◽  
Sam Ouliaris
Keyword(s):  
Exchange Rates ◽  
Variance Ratio ◽  
Martingale Hypothesis

Testing the martingale hypothesis for futures prices: Implications for hedgers

2008 ◽  
Vol 28 (11) ◽  
pp. 1040-1065 ◽  
Author(s):  
Cédric de Ville de Goyet ◽  
Geert Dhaene ◽  
Piet Sercu
Keyword(s):  
Futures Prices ◽  
Martingale Hypothesis

scholarly journals Testing the Martingale Hypothesis

2014 ◽  
Vol 32 (4) ◽  
pp. 537-554 ◽  
Author(s):  
Peter C. B. Phillips ◽  
Sainan Jin
Keyword(s):  
Martingale Hypothesis
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