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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]

Authors

Gangjin Wang

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Chi Xie

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Yi-jun Chen

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Shou Chen

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