Visibility graph approach to exchange rate series

Physica A: Statistical Mechanics and its Applications

Volumn 388, Issue 20, 2009, Pages 4431-4437

  Yang, Yue ^a   Wang, Jianbo ^b   Yang, Huijie ^b   Mang, Jingshi ^a  

^a NANKAI UNIVERSITY   (China)

^b UNIVERSITY OF SHANGHAI FOR SCIENCE AND TECHNOLOGY   (China)

Author keywords

Complex network; Exchange rate series; Time series analysis

Indexed keywords

COMPLEX NETWORKS; ECONOMICS; FINANCE; FRACTALS; RISK PERCEPTION; VISIBILITY;

ANALYTICAL PREDICTIONS; DEGREE DISTRIBUTIONS; EXCHANGE RATES; FRACTAL BROWNIAN MOTION; MULTIFRACTAL STRUCTURE; SPECULATIVE INVESTMENT; STRUCTURED NETWORKS; VISIBILITY GRAPHS;

TIME SERIES ANALYSIS;

EID: 68649094640     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2009.07.016     Document Type: Article

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