Recurrence plots analysis of the CNY exchange markets based on phase space reconstruction
Can-Zhong Yao, Qing-Wen Lin
| Year of publication: |
November 2017
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|---|---|
| Authors: | Yao, Can-Zhong ; Lin, Qing-Wen |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 42.2017, p. 584-596
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| Subject: | Autocorrelation | Recurrence plot | Determinism | RQA measure | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2017.08.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011938206