Compositional Analysis of Exchange Rates
Author:
Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-73249-3_25
Reference29 articles.
1. Aiba, Y., & Hatano, N. (2004). Triangular arbitrage in the foreign exchange market. Physica A, 344, 174–177.
2. Aiba, Y., Hatano, N., Takayasu, H., Marumo, K., & Shimizu, T. (2002). Triangular arbitrage as an interaction among foreign exchange rates. Physica A, 310, 467–479.
3. Aiba, Y., Hatano, N., Takayasu, H., Marumo, K., & Shimizu, T. (2003). Triangular arbitrage and negative auto-correlation of foreign exchange rates. Physica A, 324, 253–257.
4. Aitchison, J. (1983). Principal component analysis of compositional data. Biometrika, 70(1), 57–65.
5. Aitchison, J.,& Greenacre, M. (2002). Biplots for compositional data. Journal of the Royal Statistical Society, Series C (Applied Statistics) 51(4), 375–392.
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