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

Files
0002176.pdf (1.81 MB)
Date
2002-09
Authors
Editor(s)
Advisor
Altay-Salih, Aslıhan
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Publisher
Bilkent University
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Language
English
Type
Thesis
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Keywords
USD-DEM exchange rate returns , Continuous-time processes , Time horizons , Value-at-risk (VaR)
Citation
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http://hdl.handle.net/11693/35677
Published Version (Please cite this version)
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Business Information Management - Ph.D. / Sc.D.