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

Producción científica › revisión exhaustiva

Idioma original	American English
Publicación	Banks and Bank Systems
Volumen	7
Estado	Published - mar 26 2017

Disciplines

Computer Sciences
Econometrics
Film and Media Studies

Otros archivos y enlaces

https://businessperspectives.org/journals/banks-and-bank-systems/issue-174/dynamic-conditional-correlation-and-probability-distribution-among-tokyo-london-and-new-york-yen-dollar-fx-markets

Citar esto

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