Browsing "Faculty of Computer Science and Engineering" by Subject Foreign exchange, Lagged correlations, Partial correlations, Correlation networks, Granger causality, Efficient market hypothesis

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PreviewTitleAuthor(s)Issue DateType
Lead–lag relationships in foreign exchange marketsBasnarkov, Lasko ; Stojkoski, Viktor; Utkovski, Zoran; Kocarev, Ljupco1-Feb-2020Journal Article