Data clustering using Autoregressive Integrated Moving Average (ARIMA) model for Islamic country currency: an econometrics method for Islamic financial engineering

Exchange rate is price of a nation’s currency in terms of another currency. The value of exchange rate is important as one of the indicators to shows the strength of economic condition for particular country. This paper performed data clustering in analyzing the currency exchange rate which is 1 Mal...

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Bibliographic Details
Main Authors: Abu Bakar, Nashirah, Rosbi, Sofian
Format: Article
Language:English
Published: 2017
Subjects:
Online Access:https://repo.uum.edu.my/id/eprint/26302/1/IJES%206%206%202017%2022%2031.pdf