The study of RMB exchange rate complex networks based on fluctuation mode
Can-Zhong Yao,
Ji-Nan Lin,
Xu-Zhou Zheng and
Xiao-Feng Liu
Physica A: Statistical Mechanics and its Applications, 2015, vol. 436, issue C, 359-376
Abstract:
In the paper, we research on the characteristics of RMB exchange rate time series fluctuation with methods of symbolization and coarse gaining. First, based on fluctuation features of RMB exchange rate, we define the first type of fluctuation mode as one specific foreign currency against RMB in four days’ fluctuating situations, and the second type as four different foreign currencies against RMB in one day’s fluctuating situation. With the transforming method, we construct the unique-currency and multi-currency complex networks.
Keywords: RMB exchange rate complex networks; Symbolic dynamics; Mode; Fluctuation complexity (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (7)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:436:y:2015:i:c:p:359-376
DOI: 10.1016/j.physa.2015.05.025
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