Compositional Analysis of Exchange Rates

DOI10.1007/978-3-030-73249-3_25OpenAlexW3182380713MaRDI QIDQ5871015FDOQ5871015

Authors: Wilfredo L. Maldonado, Juan-José Egozcue, Vera Pawlowsky-Glahn 

Publication date: 24 January 2023

Published in: Advances in Contemporary Statistics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-73249-3_25

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Principal component analysis of compositional data
• Isometric logratio transformations for compositional data analysis
• Biplots of Compositional Data
• Compositional data: the sample space and its structure
• Tools for compositional data with a total
• Triangular arbitrage and negative auto-correlation of foreign exchange rates
• Triangular arbitrage as an interaction among foreign exchange rates
• Double exponential instability of triangular arbitrage systems

Cited In (2)

• Lévy motion and the analysis of currency exchange rates
• Fundamentals and technical trading: Behavior of exchange rates in the CEECs

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