- Tytuł:
- Sign and Amplitude Representation of the Forex Networks
- Autorzy:
-
Gworek, S.
Kwapień, J.
Drożdż, S. - Powiązania:
- https://bibliotekanauki.pl/articles/1538545.pdf
- Data publikacji:
- 2010-04
- Wydawca:
- Polska Akademia Nauk. Instytut Fizyki PAN
- Tematy:
-
89.75.Da
89.75.Fb - Opis:
- We decompose the exchange rates returns of 38 currencies (including gold) into their sign and amplitude components. Then we group together all exchange rates with a common base currency, construct Minimal Spanning Trees for each group independently, and analyze properties of these trees. We show that both the sign and the amplitude time series have similar correlation properties as far as the core network structure is concerned. There exist however interesting peripheral differences that may open a new perspective to view the Forex dynamics.
- Źródło:
-
Acta Physica Polonica A; 2010, 117, 4; 681-687
0587-4246
1898-794X - Pojawia się w:
- Acta Physica Polonica A
- Dostawca treści:
- Biblioteka Nauki
Artykuł