Dynamic conditional correlation and probability distribution among Tokyo, London and New York yen/dollar FX markets
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Author(s)Hai-Chin YuLink to ORCID Index: https://orcid.org/0000-0003-3274-4656
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Ingyu Chiou
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James Jordan-Wagner
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Der-Tzon Hsieh
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Liang-Pei Chu
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Article InfoVolume 7 2012, Issue #3
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239 Downloads
