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

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buir.advisorAltay-Salih, Aslıhan
dc.contributor.authorNekhili, Ramzi
dc.date.accessioned2017-12-14T07:49:54Z
dc.date.available2017-12-14T07:49:54Z
dc.date.copyright2002-09
dc.date.issued2002-09
dc.date.submitted2002-09
dc.descriptionCataloged from PDF version of article.en_US
dc.descriptionThesis (Ph.D.): Bilkent University, Department of Business Administration , İhsan Doğramacı Bilkent University, 2017.en_US
dc.descriptionIncludes bibliographical references (leaves 131-136).en_US
dc.description.provenanceSubmitted by Betül Özen (ozen@bilkent.edu.tr) on 2017-12-14T07:49:54Z No. of bitstreams: 1 0002176.pdf: 1892866 bytes, checksum: e87460f7481b5b2aa657905c8a5a1c2c (MD5)en
dc.description.provenanceMade available in DSpace on 2017-12-14T07:49:54Z (GMT). No. of bitstreams: 1 0002176.pdf: 1892866 bytes, checksum: e87460f7481b5b2aa657905c8a5a1c2c (MD5) Previous issue date: 2002-09en
dc.description.statementofresponsibilityby Ramzi Nekhili.en_US
dc.format.extentxiii, 136 leaves : tables ; 30 cmen_US
dc.identifier.itemidBILKUTUPB068422
dc.identifier.urihttp://hdl.handle.net/11693/35677
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectUSD-DEM exchange rate returnsen_US
dc.subjectContinuous-time processesen_US
dc.subjectTime horizonsen_US
dc.subjectValue-at-risk (VaR)en_US
dc.subject.lccHG3851 .N45 2002en_US
dc.titleExploration of USD-DEM exchange rate returns at different time horizons and its implication to risk managementen_US
dc.title.alternativeAmerikan doları - Alman markı döviz kuru getirilerinin değişik zaman aralıklarında incelenmesi ve bunların risken_US
dc.typeThesisen_US
thesis.degree.disciplineBusiness Administration
thesis.degree.grantorBilkent University
thesis.degree.levelDoctoral
thesis.degree.namePh.D. (Doctor of Philosophy)

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