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• W2046427897 abstract "Abstract This paper explores various dynamic properties of daily data for the yen–dollar exchange rate. This empirical study shows that quantitative information articulated with technical trading acts as market-based indicators, thus contributing to the modelling of daily fluctuations in the exchange rate. Value-at-Risk analysis is also performed to demonstrate that allowing for data properties such as skewness is essential for representing the underlying volatility of the yen–dollar rate." @default.
• W2046427897 created "2016-06-24" @default.
• W2046427897 creator A5045385275 @default.
• W2046427897 date "2014-01-01" @default.
• W2046427897 modified "2023-09-27" @default.
• W2046427897 title "Dynamic characteristics of the daily yen–dollar exchange rate" @default.
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• W2046427897 doi "https://doi.org/10.1016/j.ribaf.2013.05.004" @default.
• W2046427897 hasPublicationYear "2014" @default.
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