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]

@article{WangXCC13,
  title = {Statistical Properties of the Foreign Exchange Network atDifferent Time Scales: Evidence from DetrendedCross-Correlation Coefficient and Minimum Spanning Tree},
  author = {Gangjin Wang and Chi Xie and Yi-jun Chen and Shou Chen},
  year = {2013},
  url = {http://www.mdpi.com/1099-4300/15/5/1643},
  researchr = {https://researchr.org/publication/WangXCC13},
  cites = {0},
  citedby = {0},
  journal = {Entropy},
  volume = {15},
  number = {5},
  pages = {1643-1662},
}