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A Hybrid Approach for Studying the Lead-Lag Relationships Between China's Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events.

Yunjie WeiQi WeiShouyang WangKin Keung Lai
Published in: J. Syst. Sci. Complex. (2018)
Keyphrases
  • exchange rate
  • extreme events
  • foreign exchange
  • stock price
  • high level
  • management system
  • text mining
  • data mining techniques
  • impact analysis
  • currency exchange