Scale free effects in world currency exchange network
نویسندگان
چکیده
منابع مشابه
Scale free effects in world currency exchange network
A large collection of daily time series for 60 world currencies’ exchange rates is considered. The correlation matrices are calculated and the corresponding Minimal Spanning Tree (MST) graphs are constructed for each of those currencies used as reference for the remaining ones. It is shown that multiplicity of the MST graphs’ nodes to a good approximation develops a power like, scale free distr...
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ژورنال
عنوان ژورنال: The European Physical Journal B
سال: 2008
ISSN: 1434-6028,1434-6036
DOI: 10.1140/epjb/e2008-00376-5