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Your search keyword '"Egozcue, Juan José"' showing total 12 results
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12 results on '"Egozcue, Juan José"'

3. Compositional Data

Author

Pawlowsky-Glahn, Vera, Egozcue, Juan José, Finkl, Charles W., Series Editor, Fairbridge, Rhodes W., Series Editor, Daya Sagar, B. S., editor, Cheng, Qiuming, editor, McKinley, Jennifer, editor, and Agterberg, Frits, editor

Published
2023
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7. Structure and metabolic potential of the prokaryotic communities from the hydrothermal system of Paleochori Bay, Milos, Greece

Author

Le Moine Bauer, Sven, primary, Lu, Guang-Sin, additional, Goulaouic, Steven, additional, Puzenat, Valentine, additional, Schouw, Anders, additional, Barreyre, Thibaut, additional, Pawlowsky-Glahn, Vera, additional, Egozcue, Juan José, additional, Martelat, Jean-Emmanuel, additional, Escartin, Javier, additional, Amend, Jan P., additional, Nomikou, Paraskevi, additional, Vlasopoulos, Othonas, additional, Polymenakou, Paraskevi, additional, and Jørgensen, Steffen Leth, additional

Published
2023
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12. No‐arbitrage matrices of exchange rates: Some characterizations.

Author

Maldonado, Wilfredo L., Egozcue, Juan José, and Pawlowsky‐Glahn, Vera

Subjects
FOREIGN exchange rates, FOREIGN exchange market, POUND sterling
Abstract

We provide some characterizations of the absence of triangular arbitrage in the spot exchange rates of a group of countries. When the matrix of exchange rates of the group does not fulfill the conditions given in those characterizations, we provide a measure of distance to the space of matrices of exchange rates that are triangular arbitrage‐free. Using this distance, we compute the closest no‐arbitrage matrix of exchange rates of the group. We apply the methodology developed to the exchange rates between the currencies of Brazil (real), European Union (euro), Great Britain (pound sterling), and USA (dollar) to analyze the possibility of triangular arbitrage in those foreign exchange markets. [ABSTRACT FROM AUTHOR]

Published
2021
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