Topology of the correlation networks among major currencies using hierarchical structure methods

Physica A: Statistical Mechanics and its Applications

Volumn 390, Issue 4, 2011, Pages 719-730

  Keskin, Mustafa ^a   Deviren, Bayram ^b   Kocakaplan, Yusuf ^a  

^a ERCIYES UNIVERSITY   (Turkey)

^b NEVSEHIR HACI BEKTAS VELI UNIVERSITY   (Turkey)

Author keywords

Bootstrap; Econophysics; Foreign exchange market; Minimal spanning tree; Taxonomy; Ultrametric hierarchical tree

Indexed keywords

CLUSTER ANALYSIS; ECONOMICS; FINANCIAL MARKETS; GEOGRAPHICAL REGIONS; TAXONOMIES; TOPOLOGY;

BOOTSTRAP; CLUSTERED STRUCTURE; ECONOMIC ACTIVITIES; ECONOPHYSICSS; HIERARCHICAL ORGANIZATIONS; HIERARCHICAL STRUCTURES; HIERARCHICAL TREE; MINIMAL SPANNING TREE;

TREES (MATHEMATICS);

EID: 78650785330     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2010.10.041     Document Type: Article

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