Assessing nonlinear structures in real exchange rates using recurrence plot strategies
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Cited in
(11)- Application of symbolic recurrence to experimental data, from firearm prevalence to fish swimming
- Pattern analysis of the nonparametric kernel regression method in foreign exchange markets
- Transfer entropy on symbolic recurrences
- scientific article; zbMATH DE number 1368823 (Why is no real title available?)
- Recurrence quantity analysis based on matrix eigenvalues
- Application of nonlinear time series analysis techniques to high-frequency currency exchange data
- RECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME.
- Recurrence plots and Shannon entropy for a dynamical analysis of asynchronisms in noninvasive mechanical ventilation
- Episodic nonlinearity in leading global currencies
- Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes
- Increase of order in seismic processes around large reservoir induced by water level periodic variation
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