Refined Composite Multivariate Multiscale Fractional Fuzzy Entropy: Measuring the Dynamical Complexity of Multichannel Financial Data

Table 12

RCmvMFFE of trivariate stock indices with different .

	1	5	10	15	20	25	30	35	40
Europe	0.6197	0.5725	0.5637	0.5615	0.5614	0.5626	0.5653	0.5688	0.5727
Americas	0.8855	0.6881	0.6319	0.6141	0.6066	0.6041	0.6019	0.6012	0.6031
Asia	0.9026	0.6919	0.6374	0.6188	0.6080	0.6025	0.5990	0.5976	0.5976