activity
20222026
most citedA New Test for Market Efficiency and Uncovered Interest Parity

1 citations · 3 across the 13 of their papers we have counts for

collaborators
Showing physics.soc-phShow all

1 paper · 1 filter

physics.soc-ph2026

Detecting Network Instability via Multiscale Detrended Cross-Correlations and MST Topology

Jose De Leon Miranda, Marina Dolfin, George Kapetanios +1

We introduce a multiscale measure of network instability based on the joint use of Detrended Cross-Correlation Analysis (DCCA) and Minimum Spanning Tree (MST) filtering. The propos…