Compositional Analysis of Exchange Rates

DOI10.1007/978-3-030-73249-3_25MaRDI QIDQ5871015zbMATH OpenOpenAlexFDO

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

• Biplots of Compositional Data
• Compositional data: the sample space and its structure
• Double exponential instability of triangular arbitrage systems
• Isometric logratio transformations for compositional data analysis
• Principal component analysis of compositional data
• 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

Cited in

(2)

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

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