Dynamic communities in multichannel data: An application to the foreign exchange market during the 2007-2008 credit crisis

Chaos

Volumn 19, Issue 3, 2009, Pages

  Fenn, Daniel J ^a   Porter, Mason A ^a   McDonald, Mark ^b   Williams, Stacy ^b   Johnson, Neil F ^a,c   Jones, Nick S ^a  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b HSBC   (United Kingdom)

^c UNIVERSITY OF MIAMI   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHM; ARTICLE; COMPUTER SIMULATION; INTERNATIONAL COOPERATION; MARKETING; NONLINEAR SYSTEM; SIGNAL PROCESSING; STATISTICAL MODEL;

ALGORITHMS; COMPUTER SIMULATION; INTERNATIONALITY; MARKETING; MODELS, ECONOMIC; MODELS, STATISTICAL; NONLINEAR DYNAMICS; SIGNAL PROCESSING, COMPUTER-ASSISTED;

EID: 70349599214     PISSN: 10541500     EISSN: None     Source Type: Journal    
DOI: 10.1063/1.3184538     Document Type: Article

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