Anmerkungen:
In: International Journal of Sciences, Research Article, Volume 3, July 2014 (7)
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2014 erstellt
Beschreibung:
Used to investigate the presence of distinctive recurrent behaviours in natural processes, the recurrence plots can be applied to the analysis of economic data, and, in particular, to the characterization of exchange rates of currencies too. In this paper, we will show that these plots are able to characterize the periods of oscillation and random walk of currencies and enhance their reply to news and events, by means of texture transitions. The examples of recurrence plots given here are obtained from time series of exchange rates of Euro