Topology of foreign exchange markets using hierarchical structure methods

Physica A: Statistical Mechanics and its Applications

Volumn 382, Issue 1, 2007, Pages 199-208

  Naylor, Michael J ^a   Rose, Lawrence C ^a   Moyle, Brendan J ^a  

^a MASSEY UNIVERSITY   (New Zealand)

Author keywords

Econophysics; Financial markets; Minimal spanning tree; Taxonomy; Ultrametric hierarchical tree

Indexed keywords

HIERARCHICAL SYSTEMS; INTERNATIONAL TRADE; TAXONOMIES; TOPOLOGY;

FINANCIAL MARKETS; HIERARCHICAL TREE; ROBUST SCALE; SPANNING TREE;

FINANCE;

EID: 34249813690     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.02.019     Document Type: Article

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