Testing, monitoring, and dating structural changes in exchange rate regimes.

Achim Zeileis Ajay Shah Ila Patnaik

Published in: Comput. Stat. Data Anal. (2010)

Keyphrases

exchange rate
foreign exchange
currency exchange
stock price
financial time series
real time
monitoring system
risk aversion
long run
early warning
co occurrence
economic growth
non stationary
knowledge management
financial markets
financial data
natural language processing
knowledge discovery
metadata