Monitoring correlation structures stability in foreign exchange market

Siew Lee Gan, Maman Abdurachman Djauhari, Zuhaimy Ismail. Monitoring correlation structures stability in foreign exchange market. In 2014 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2014, Selangor Darul Ehsan, Malaysia, December 9-12, 2014. pages 848-852, IEEE, 2014. [doi]

Abstract

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