Multi-Scale Approximate Entropy Analysis of Foreign Exchange Markets Efficiency
نویسندگان
چکیده
منابع مشابه
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 nonlinear approaches. One is a recently proposed multiscale weighted permutation entropy (MWPE) and anot...
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ژورنال
عنوان ژورنال: Systems Engineering Procedia
سال: 2012
ISSN: 2211-3819
DOI: 10.1016/j.sepro.2011.10.030