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

Nekhili, Ramzi2017-12-142017-12-142002-092002-092002-09http://hdl.handle.net/11693/35677Cataloged from PDF version of article.Thesis (Ph.D.): Bilkent University, Department of Business Administration , İhsan Doğramacı Bilkent University, 2017.Includes bibliographical references (leaves 131-136).xiii, 136 leaves : tables ; 30 cmEnglishinfo:eu-repo/semantics/openAccessUSD-DEM exchange rate returnsContinuous-time processesTime horizonsValue-at-risk (VaR)HG3851 .N45 2002Exploration of USD-DEM exchange rate returns at different time horizons and its implication to risk managementAmerikan doları - Alman markı döviz kuru getirilerinin değişik zaman aralıklarında incelenmesi ve bunların riskThesisBILKUTUPB068422