Time-varying risk premium in the foreign exchange market: assessing specification tests and measuring model-noise error


Chang, P. (1992) Time-varying risk premium in the foreign exchange market: assessing specification tests and measuring model-noise error. Southampton, UK, University of Southampton (Discussion Papers in Economics and Econometrics 9212).

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Item Type: Monograph (Discussion Paper)
Related URLs:
Subjects: H Social Sciences > HG Finance
H Social Sciences > HA Statistics
Divisions: University Structure - Pre August 2011 > School of Social Sciences > Economics
ePrint ID: 33333
Date Deposited: 28 Jan 2008
Last Modified: 27 Mar 2014 18:20
Publisher: University of Southampton
URI: http://eprints.soton.ac.uk/id/eprint/33333

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