Dynamical clustering of exchange rates

Author: Fenn Daniel J.   Porter Mason A.   Mucha Peter J.   McDonald Mark   Williams Stacy   Johnson Neil F.   Jones Nick S.  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.12, Iss.10, 2012-10, pp. : 1493-1520

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Abstract