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Volumn 1, Issue , 2007, Pages 231-236

A new method for analyzing correlations among currency exchange rates

Author keywords

Biclustering; Currency exchange rates; Financial data analysis; The fast hough transform; Time series analysis

Indexed keywords

CORRELATION METHODS; COST ACCOUNTING; DATA REDUCTION; TIME SERIES ANALYSIS;

EID: 37849022197     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICMLC.2007.4370146     Document Type: Conference Paper
Times cited : (2)

References (10)
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    • Herwartz, H.1    Weber, H.2
  • 2
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    • Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications
    • Helmut Herwartz, and Hans-Eggert Reimers. "Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications", Applied Stochastic Models in Business and Industry, Vol.18, No.1, pp.3-22, 2002.
    • (2002) Applied Stochastic Models in Business and Industry , vol.18 , Issue.1 , pp. 3-22
    • Herwartz, H.1    Reimers, H.2
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    • Hongya Zhao, AWC Liew, and Hong Yan. A new strategy of geometrical biclustering for microarray data analysis, In Proceedings of the 5th Asia-Pacific Conference on Bioinformatics Conference, Imperial College Press, pp.47-56, 2007
    • Hongya Zhao, AWC Liew, and Hong Yan. "A new strategy of geometrical biclustering for microarray data analysis", In Proceedings of the 5th Asia-Pacific Conference on Bioinformatics Conference, Imperial College Press, pp.47-56, 2007


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.