Minimal Spanning Tree graphs and power like scaling in FOREX networks

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dc.creatorGorski, A Z
dc.creatorDrozdz, S.
dc.creatorKwapien, J.
dc.date2008-09-02
dc.date.accessioned2026-07-07T12:05:58Z
dc.date.available2026-07-07T12:05:58Z
dc.descriptionCorrelation matrices of foreign exchange rate time series are investigated for 60 world currencies. Minimal Spanning Tree (MST) graphs for the gold, silver and platinum are presented. Inverse power like scaling is discussed for these graphs as well as for four distinct currency groups (major, liquid, less liquid and non-tradable). The worst scaling has been found for USD and related currencies.
dc.description9 pages, 7 figures
dc.identifierhttps://arxiv.org/abs/0809.0437
dc.identifierhttp://arxiv.org/abs/0809.0437
dc.identifierActa. Phys. Pol. A114 (2008) 531
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208527
dc.subjectStatistical Finance
dc.subjectPhysics and Society
dc.titleMinimal Spanning Tree graphs and power like scaling in FOREX networks
dc.typetext

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