Correlations of multiscale entropy in the FX market

Physica A: Statistical Mechanics and its Applications

Volumn 457, Issue , 2016, Pages 52-61

  Stosic, Darko ^a   Stosic, Dusan ^a   Ludermir, Teresa ^a   Stosic, Tatijana ^b  

^a FEDERAL UNIVERSITY OF PERNAMBUCO   (Brazil)

^b UNIVERSIDADE FEDERAL RURAL DE PERNAMBUCO   (Brazil)

Author keywords

Correlations; Foreign exchange rates; Multiscale entropy; Time dependent entropy

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; FINANCE;

COLLECTIVE BEHAVIOR; CORRELATION MATRIX; CORRELATIONS; ENTROPIC CORRELATION; FOREIGN EXCHANGE RATES; MULTI-SCALE ENTROPIES; PRICE FLUCTUATION; TIME-DEPENDENT ENTROPY;

COMMERCE;

EID: 84963620445     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2016.03.099     Document Type: Article

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