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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2017
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| 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 |