Research Article
Refined Composite Multivariate Multiscale Fractional Fuzzy Entropy: Measuring the Dynamical Complexity of Multichannel Financial Data
Table 11
RCmvMFE of trivariate stock indices with different
.
| | 1 | 5 | 10 | 15 | 20 | 25 | 30 | 35 | 40 |
| Europe | 0.0664 | 0.0232 | 0.0150 | 0.0130 | 0.0129 | 0.0141 | 0.0166 | 0.0197 | 0.0233 | Americas | 0.3041 | 0.1284 | 0.0774 | 0.0612 | 0.0544 | 0.0521 | 0.0501 | 0.0494 | 0.0512 | Asia | 0.3191 | 0.1317 | 0.0825 | 0.0655 | 0.0556 | 0.0506 | 0.0474 | 0.0462 | 0.0461 |
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