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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Pages

Language

English

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Thesis

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Book Title

Keywords

USD-DEM exchange rate returns , Continuous-time processes , Time horizons , Value-at-risk (VaR)

Citation

Permalink

http://hdl.handle.net/11693/35677

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Collections

Business Information Management - Ph.D. / Sc.D.