The Impact of the Measure Used to Calculate the Distance between Exchange Rate Time Series on the Topological Structure of the Currency Network
Structural properties of the currency market were examined with the use of topological networks. Relationships between currencies were analyzed by constructing minimal spanning trees (MSTs). The dissimilarities between time series of currency returns were measured in various ways: by applying Euclid...
Αποθηκεύτηκε σε:
| Κύριοι συγγραφείς: | , , , |
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| Μορφή: | Artigo |
| Γλώσσα: | Inglês |
| Έκδοση: |
MDPI AG
2024-03-01
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| Σειρά: | Entropy |
| Θέματα: | |
| Διαθέσιμο Online: | https://www.mdpi.com/1099-4300/26/4/279 |
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