Asia-Pacific currencies structure aftermath Tohoku earthquake
This study investigates the aftermath of Tohoku earthquake to the structure of Asia-Pacific currencies.The M statistic and Minimum Spanning Tree (MST) are employed to study the stability of the covariance currencies structure and its causes, respectively.To filter the information from MST, we use a...
Saved in:
Main Authors: | Atiany, Tareq A.M., Sharif, Shamshuritawati |
---|---|
Format: | Article |
Language: | English |
Published: |
MAXWELL Science Publication
2015
|
Subjects: | |
Online Access: | http://repo.uum.edu.my/21563/1/RJAEST%2011%202%202015%20%20215-220.pdf http://repo.uum.edu.my/21563/ http://www.airitilibrary.com/Publication/alDetailedMesh?docid=20407467-201509-201512090023-201512090023-215-220 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
A centrality measure in currency exchange rate
by: Sharif, Shamshuritawati, et al.
Published: (2011) -
Multivariate outlier detection in currency exchange rate
by: Sharif, Shamshuritawati, et al.
Published: (2013) -
Warna-warni tohoku
by: Abdullah, Dr. Azmahani
Published: (2020) -
New alternative statistic for testing several independent samples of correlation matrices in high dimension data
by: Atiany, Tareq A.M.
Published: (2018) -
Testing Several Correlation Matrices Using Robust Approach
by: Atiany, Tareq A.M., et al.
Published: (2017)