Research Article
Refined Composite Multivariate Multiscale Fractional Fuzzy Entropy: Measuring the Dynamical Complexity of Multichannel Financial Data
Table 10
mvMFE of trivariate stock indices with different
.
| | 1 | 5 | 10 | 15 | 20 | 25 | 30 | 35 | 40 |
| Europe | 0.0664 | 0.0229 | 0.0150 | 0.0128 | 0.0123 | 0.0142 | 0.0162 | 0.0199 | 0.0235 | Americas | 0.3041 | 0.1311 | 0.0783 | 0.0626 | 0.0587 | 0.0532 | 0.0476 | 0.0440 | 0.0512 | Asia | 0.3191 | 0.1332 | 0.0746 | 0.0722 | 0.0501 | 0.0557 | 0.0466 | 0.0425 | 0.0468 |
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