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 |
| Item ID: | 33333 |
| Date Deposited: | 28 Jan 2008 |
| Last Modified: | 02 Mar 2012 13:06 |
| Contributors: | Chang, P. (Author) |
| Date: | January 1992 |
| Status: | Unpublished |
| Publisher: | University of Southampton |
| URI: | http://eprints.soton.ac.uk/id/eprint/33333 |
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