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