Information-theoretic approach to quantifying currency risk
Pawel Fiedor and Artur Holda (Cracow University of Economics, Kraków, Poland)
| 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 | Ökonophysik | Wechselkurs | Exchange rate | Risikoprämie | Risk premium | Risiko |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-03-2015-0029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011537513