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...
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Main Authors: | Nur Syahidah, Yusoff, Shamshuritawati, Sharif |
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Format: | Conference or Workshop Item |
Language: | English |
Published: |
Institute of Physics Publishing
2017
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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 |
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