Exploration of USD-DEM exchange rate returns at different time horizons and its implication to risk management
buir.advisor | Altay-Salih, Aslıhan | |
dc.contributor.author | Nekhili, Ramzi | |
dc.date.accessioned | 2017-12-14T07:49:54Z | |
dc.date.available | 2017-12-14T07:49:54Z | |
dc.date.copyright | 2002-09 | |
dc.date.issued | 2002-09 | |
dc.date.submitted | 2002-09 | |
dc.description | Cataloged from PDF version of article. | en_US |
dc.description | Includes bibliographical references (leaves 131-136). | en_US |
dc.description.statementofresponsibility | by Ramzi Nekhili. | en_US |
dc.format.extent | xiii, 136 leaves : tables ; 30 cm | en_US |
dc.identifier.itemid | BILKUTUPB068422 | |
dc.identifier.uri | http://hdl.handle.net/11693/35677 | |
dc.language.iso | English | en_US |
dc.rights | info:eu-repo/semantics/openAccess | en_US |
dc.subject | USD-DEM exchange rate returns | en_US |
dc.subject | Continuous-time processes | en_US |
dc.subject | Time horizons | en_US |
dc.subject | Value-at-risk (VaR) | en_US |
dc.subject.lcc | HG3851 .N45 2002 | en_US |
dc.title | Exploration of USD-DEM exchange rate returns at different time horizons and its implication to risk management | en_US |
dc.title.alternative | Amerikan doları - Alman markı döviz kuru getirilerinin değişik zaman aralıklarında incelenmesi ve bunların risk | en_US |
dc.type | Thesis | en_US |
thesis.degree.discipline | Business Administration | |
thesis.degree.grantor | Bilkent University | |
thesis.degree.level | Doctoral | |
thesis.degree.name | Ph.D. (Doctor of Philosophy) |