Statistical Properties of the Foreign Exchange Network atDifferent Time Scales: Evidence from DetrendedCross-Correlation Coefficient and Minimum Spanning Tree

Gangjin Wang, Chi Xie, Yi-jun Chen, Shou Chen. Statistical Properties of the Foreign Exchange Network atDifferent Time Scales: Evidence from DetrendedCross-Correlation Coefficient and Minimum Spanning Tree. Entropy, 15(5):1643-1662, 2013. [doi]

Abstract

Abstract is missing.