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