Information-theoretic approach to quantifying currency risk
Year of publication: |
2016
|
---|---|
Authors: | Fiedor, Pawel ; Holda, Artur |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 17.2016, 1, p. 93-109
|
Subject: | Risk | Currency exchange rates | Econophysics | Information theory | Predictability | Theorie | Theory | Währungsrisiko | Exchange rate risk | Wechselkurs | Exchange rate | Ökonophysik | Prognoseverfahren | Forecasting model | Devisenmarkt | Foreign exchange market | Risiko | US-Dollar | US dollar | Messung | Measurement |
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