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A DCC Analysis of Two Exchange Rate Market Returns Volatility with an Japan Dollars Factor: Study of Taiwan and Korea Exchange Rate Markets.
Wann-Jyi Horng
Chi-Ming Kuan
Published in:
J. Convergence Inf. Technol. (2009)
Keyphrases
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exchange rate
foreign exchange
stock price
short run
financial markets
financial crisis
risk aversion
currency exchange
stock market
long run
stock exchange
south korea
non stationary
machine learning
financial time series
quantitative analysis
market data
market equilibrium