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

Table 13

RCmvMFFE of three-channel stock indices in different regions with different .

	−0.4	−0.3	−0.2	−0.1	0	0.1	0.2	0.3	0.4
Europe	0.4145	0.4923	0.5592	0.6035	0.6093	0.5541	0.4033	0.1001	−0.4607
Americas	0.4648	0.5553	0.6359	0.6948	0.7150	0.6725	0.5300	0.2257	−0.3552
Asia	0.4685	0.5601	0.4619	0.7020	0.7234	0.6820	0.5403	0.2360	−0.3464