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      • Business Information Management - Ph.D. / Sc.D.
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      •   BUIR Home
      • University Library
      • Bilkent Theses
      • Theses - Business Information Management
      • Business Information Management - Ph.D. / Sc.D.
      • View Item
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      Exploration of USD-DEM exchange rate returns at different time horizons and its implication to risk management

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      1.8 Mb
      Author
      Nekhili, Ramzi
      Advisor
      Altay-Salih, Aslıhan
      Date
      2002-09
      Publisher
      Bilkent University
      Language
      English
      Type
      Thesis
      Item Usage Stats
      104
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      33
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      Keywords
      USD-DEM exchange rate returns
      Continuous-time processes
      Time horizons
      Value-at-risk (VaR)
      Permalink
      http://hdl.handle.net/11693/35677
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      • Business Information Management - Ph.D. / Sc.D. 3
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