Statistical Properties of the Foreign Exchange Network at Different Time Scales: Evidence from Detrended Cross-Correlation Coefficient and Minimum Spanning Tree

Author: Wang Gang-Jin   Xie Chi   Chen Yi-Jun   Chen Shou  

Publisher: MDPI

E-ISSN: 1099-4300|15|5|1643-1662

ISSN: 1099-4300

Source: Entropy, Vol.15, Iss.5, 2013-05, pp. : 1643-1662

Access to resources Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract