Exploration of USD-DEM exchange rate returns at different time horizons and its implication to risk management

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Author(s)

Nekhili, Ramzi

Advisor

Altay-Salih, Aslıhan

Date

2002-09

Publisher

Bilkent University

Language

English

Type

Thesis

Item Usage Stats

113
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34
downloads

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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