Dynamic conditional correlation and probability distribution among Tokyo, London and New York yen/dollar FX markets

Hai-Chin Yu; Ingyu Chiou; James Jordan-Wagner; Der-Tzon Hsieh; Liang-Pei Chu

Dynamic conditional correlation and probability distribution among Tokyo, London and New York yen/dollar FX markets

Hai-Chin Yu
, Ingyu Chiou
, James Jordan-Wagner
, Der-Tzon Hsieh
, Liang-Pei Chu

Eastern Illinois University

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Banks and Bank Systems
Volume	7
State	Published - Mar 26 2017

Disciplines

Computer Sciences
Econometrics
Film and Media Studies

Cite this

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title = "Dynamic conditional correlation and probability distribution among Tokyo, London and New York yen/dollar FX markets",

author = "Hai-Chin Yu and Ingyu Chiou and James Jordan-Wagner and Der-Tzon Hsieh and Liang-Pei Chu",

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AU - Yu, Hai-Chin

AU - Chiou, Ingyu

AU - Jordan-Wagner, James

AU - Hsieh, Der-Tzon

AU - Chu, Liang-Pei

N1 - LLC "CPC "Business Perspectives" - publishing platform for academic journals

PY - 2017/3/26

Y1 - 2017/3/26

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M3 - Article

VL - 7

JO - Banks and Bank Systems

JF - Banks and Bank Systems

ER -

Dynamic conditional correlation and probability distribution among Tokyo, London and New York yen/dollar FX markets

Disciplines

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