Detecting a currency's dominance or dependence using foreign exchange network trees.
In a system containing a large number of interacting stochastic processes, there will typically be many nonzero correlation coefficients. This makes it difficult to either visualize the system's interdependencies, or identify its dominant elements. Such a situation arises in foreign exchange (F...
| Main Authors: | , , , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2005
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