Recurrence plots analysis of the CNY exchange markets based on phase space reconstruction

Author:

Yao Can-Zhong,Lin Qing-Wen

Funder

Natural Science Foundation of Guangdong Province of China

MOE (Ministry of Education in China)

China State Scholarship Fund

Fundamental Research Funds for the Central Universities

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference43 articles.

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4. The role of fluctuating modes of autocorrelation in crude oil prices;An;Physica A: Statistical Mechanics and its Applications,2014

5. A positive Lyapunov exponent in Swedish exchange rates?;Bask;Chaos, Solitons & Fractals,2002

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