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Link prediction in the Granger causality network of the global currency market
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Park, Ji Hwan; Chang, Woojin;
Song, Jae Wook
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2020
Citation
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.553, pp.1 - 26
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Chang, Woojin
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Song, Jae Wook
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Currency market
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EFFECT SIZE
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GENERALIZED ETA
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Granger causality network
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Link prediction
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Real effective exchange rate
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