Detecting a currency's dominance using multivariate time series analysis

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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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Bibliographic Details
Main Authors:	Nur Syahidah, Yusoff, Shamshuritawati, Sharif
Format:	Conference or Workshop Item
Language:	English
Published:	Institute of Physics Publishing 2017
Subjects:	Q Science (General)
Online Access:	http://umpir.ump.edu.my/id/eprint/18845/ http://umpir.ump.edu.my/id/eprint/18845/1/Detecting%20a%20Currency%E2%80%99s%20Dominance%20using%20Multivariate%20Time%20Series%20Analysis.pdf

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