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...
| Main Authors: | , |
|---|---|
| 格式: | Conference or Workshop Item |
| 语言: | English |
| 出版: |
Institute of Physics Publishing
2017
|
| 主题: | |
| 在线阅读: | http://umpir.ump.edu.my/id/eprint/18845/1/Detecting%20a%20Currency%E2%80%99s%20Dominance%20using%20Multivariate%20Time%20Series%20Analysis.pdf |