Detecting a currency's dominance using multivariate time series analysis

A currency exchange rate is the price of one country's currency in terms of another country's currency. There are four different prices; opening, closing, highest, and lowest can be achieved from daily trading activities. In the past, a lot of studies have been carried out by using closing...

Full description

Saved in:
Bibliographic Details
Main Authors: Nur Syahidah, Yusoff, Shamshuritawati, Sharif
Format: Conference or Workshop Item
Language:English
Published: Institute of Physics Publishing 2017
Subjects:
Online Access:http://umpir.ump.edu.my/id/eprint/18845/1/Detecting%20a%20Currency%E2%80%99s%20Dominance%20using%20Multivariate%20Time%20Series%20Analysis.pdf
http://umpir.ump.edu.my/id/eprint/18845/
http://iopscience.iop.org/article/10.1088/1742-6596/890/1/012125/pdf
Tags: Add Tag
No Tags, Be the first to tag this record!