Crash Risk in Currency Returns
Year of publication: |
2015
|
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Authors: | Chernov, Mikhail |
Other Persons: | Graveline, Jeremy J. (contributor) ; Zviadadze, Irina (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | currency speculation | crashes | jumps | entropy | Bayesian MCMC | Finanzkrise | Financial crisis | Theorie | Theory | Währungsspekulation | Currency speculation | Risikoprämie | Risk premium | Entropie | Entropy | Volatilität | Volatility | Währungskrise | Currency crisis | Bayes-Statistik | Bayesian inference | Risiko | Risk | Markov-Kette | Markov chain | Währungsrisiko | Exchange rate risk | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (70 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 13, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2023440 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; F31 - Foreign Exchange ; C11 - Bayesian Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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