Open AccessModeling Risk Premia in Forward Foreign Exchange Rates as Unobserved Components: The Model Identification Problem
Author(s) -
Aziz Chouikh,
Abdelwahed Trabelsi
Publication year - 2014
Publication title -
international journal of financial research
Language(s) - English
Resource type - Journals
eISSN - 1923-4031
pISSN - 1923-4023
DOI - 10.5430/ijfr.v5n3p119
Subject(s) - unobservable , econometrics , identification (biology) , risk premium , autoregressive model , computer science , component (thermodynamics) , signal (programming language) , noise (video) , statistical model , economics , artificial intelligence , botany , physics , image (mathematics) , biology , programming language , thermodynamics
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