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Visibility graph approach to exchange rate series

  • Published:2009-10 Issue:20 Volume:388 Page:4431-4437
  • ISSN:0378-4371
  • Container-title:Physica A: Statistical Mechanics and its Applications
  • language:en
  • Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Yang Yue,Wang Jianbo,Yang Huijie,Mang Jingshi

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference23 articles.

1. Applied Nonlinear Time Series Analysis: Applications in Physics, Physiology and Finance;Small,2005

2. Introduction to Econophysics: Correlations & Complexity in Finance;Mantegna,2000

3. Financial time series: A physics perspective;Gopikrishnan,2000

4. Statistical physics and economic fluctuations;Stanley,2004

5. A statistical physics view of financial fluctuations: Evidence for scaling and universality

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