Evolutionary patterns of onshore and offshore Renminbi exchange rates with convexity-concavity indicators
Year of publication: |
2022
|
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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 | Zeitreihenanalyse | Time series analysis | China | Volatilität | Volatility |
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