Nonlinear Multiscale Entropy and Recurrence Quantification Analysis of Foreign Exchange Markets Efficiency

The regularity of price fluctuations in exchange rates plays a crucial role in foreign exchange (FX) market dynamics. In this paper, we quantify the multiply irregular fluctuation behaviors of exchange rates in the last 10 years (November 2006–November 2016) of eight world economies with two nonline...

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Detalles Bibliográficos
Autores principales: Niu, Hongli, Zhang, Lin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2017
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512194/
https://www.ncbi.nlm.nih.gov/pubmed/33265107
http://dx.doi.org/10.3390/e20010017

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512194/
https://www.ncbi.nlm.nih.gov/pubmed/33265107
http://dx.doi.org/10.3390/e20010017

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