Can signal extraction help predict risk premia in foreign exchange rates
Khurshid M. Kiani
| Year of publication: |
2013
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|---|---|
| Authors: | Kiani, Khurshid M. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 926-939
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| Subject: | Forward foreign exchange rates | Non-normality | Risk premium | Spot foreign exchange rates | State space model | Volatility persistence | Risikoprämie | Wechselkurs | Exchange rate | Volatilität | Volatility | Theorie | Theory | Währungsderivat | Currency derivative | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Zustandsraummodell |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010195543