Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach
Figure 8
The DFA functions of the average path length (APL), mean occupation layer (MOL), and maximum degree and the estimated power-law exponent on log-log plots. In each panel, the red solid line stands for the corresponding linear fitting curve, and the estimated Hurst exponent and its corresponding coefficient of determination are presented. The Hurst exponent implies that the time series is long-range correlated or has a long-term memory.
