Evolutionary patterns of onshore and offshore Renminbi exchange rates with convexity-concavity indicators
Year of publication: |
2022
|
---|---|
Authors: | Zhang, Qun ; Sornette, Didier ; Han, Liyan |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 2, p. 367-384
|
Subject: | Clustering | Multivariate time series | Offshore CNH spot market | Onshore CNY spot market | Unsupervised learning | Renminbi | Wechselkurs | Exchange rate | Auslandsverlagerung | Offshoring | Spotmarkt | Spot market | China | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
-
Assessing the price dynamics of onshore and offshore RMB markets : an ITS model approach
Sun, Yuying, (2020)
-
Long Memory and Fractional Integration in High Frequency Financial Time Series
Caporale, Guglielmo Maria, (2010)
-
Chen, Sichong, (2016)
- More ...
-
Zhang, Qun, (2015)
-
Zhou, Feng, (2018)
-
Real-time prediction and post-mortem analysis of the Shanghai 2015 stock market bubble and crash
Sornette, Didier, (2015)
- More ...