Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10480861 | Physica A: Statistical Mechanics and its Applications | 2011 | 12 Pages |
Abstract
⺠We derived a hierarchical organization and constructed MSTs and HTs. ⺠We performed a bootstrap technique to associate a value of reliability to the links. ⺠The clustered structure of the currencies and key currency were obtained. ⺠To observe cluster structure much better we used average linkage cluster analysis. ⺠The results confirm that the USD and EUR are the predominant world currencies.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Mustafa Keskin, Bayram Deviren, Yusuf Kocakaplan,