Topology of foreign exchange markets using hierarchical structure methods
نویسندگان
چکیده
منابع مشابه
Topology of Foreign Exchange Markets using Hierarchical Structure Methods
Michael J. Naylor, Lawrence C. Rose, and Brendan J. Moyle (1) Corresponding Author, Dept of Finance, Banking and Property, Massey University, Palmerston North, New Zealand, [email protected] Department of Commerce, Massey University Abstract This paper uses two hierarchical techniques, a minimal spanning tree and an ultrametric hierarchical tree, to extract a topological influence map for...
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ژورنال
عنوان ژورنال: Physica A: Statistical Mechanics and its Applications
سال: 2007
ISSN: 0378-4371
DOI: 10.1016/j.physa.2007.02.019