Monitoring Exchange Rates by Statistical Process Control

The exchange rate market has traditionally played a key role in the financial market. The variation of the exchange rate which is called volatility is also an important feature for studying the exchange rate market because the increased volatility may have a negative effect on a nation's econom...

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Bibliographic Details
Main Authors: Ko, Byeonggeon, Gao, Yang
Format: Others
Language:English
Published: Högskolan i Halmstad, Tillämpad matematik och fysik (MPE-lab) 2011
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16533