Currency co-movement and network correlation structure of foreign exchange market
Mai, Yong, Chen, Huan, Zou, Jun-Zhong, Li, Sai-PingLanguage:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2017.09.068
Date:
October, 2017
File:
PDF, 1.71 MB
english, 2017