Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis

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Publication:2296838

DOI10.1007/s11071-019-05335-5zbMath1430.62193arXiv1906.07491OpenAlexW2986845024WikidataQ112217314 ScholiaQ112217314MaRDI QIDQ2296838

Marcin Wątorek, S. Drożdż, Paweł Oświȩcimka, Robert Gębarowski

Publication date: 18 February 2020

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.07491




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