The Extreme Value Copulas Analysis of the Risk Dependence for the Foreign Exchange Data

2008 ◽  
Author(s):  
Jin Lu ◽  
Wen-Ju Tian ◽  
Pu Zhang
Keyword(s):  
Foreign Exchange ◽  
Extreme Value ◽  
Exchange Data

MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS

2003 ◽  
Vol 7 (04) ◽  
Author(s):  
ÒSCAR JORDÀ ◽  
MASSIMILIANO MARCELLINO
Keyword(s):  
Foreign Exchange ◽  
High Frequency ◽  
Data Dynamics ◽  
Exchange Data

scholarly journals Foreign exchange data crawling and analysis for knowledge discovery leading to informative decision making

2016 ◽  
Vol 102 ◽  
pp. 1-19 ◽  
Author(s):  
Omar Addam ◽  
Alan Chen ◽  
Winsor Hoang ◽  
Jon Rokne ◽  
Reda Alhajj
Keyword(s):  
Decision Making ◽  
Knowledge Discovery ◽  
Foreign Exchange ◽  
Exchange Data

The analysis of foreign exchange data using waveform dictionaries

1997 ◽  
Vol 4 (4) ◽  
pp. 341-372 ◽  
Author(s):  
James B. Ramsey ◽  
Zhifeng Zhang
Keyword(s):  
Foreign Exchange ◽  
Exchange Data

scholarly journals Analysis of high-resolution foreign exchange data of USD-JPY for 13 years

2003 ◽  
Vol 324 (1-2) ◽  
pp. 296-302 ◽  
Author(s):  
Takayuki Mizuno ◽  
Shoko Kurihara ◽  
Misako Takayasu ◽  
Hideki Takayasu
Keyword(s):  
High Resolution ◽  
Foreign Exchange ◽  
Exchange Data
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