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.
Recurrence Plots of Exchange Rates of Currencies / Sparavigna, Amelia Carolina. - In: INTERNATIONAL JOURNAL OF SCIENCES. - ISSN 2305-3925. - STAMPA. - 3:7(2014), pp. 87-95. [10.18483/ijSci.545]
Recurrence Plots of Exchange Rates of Currencies
SPARAVIGNA, Amelia Carolina
2014
Abstract
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.File | Dimensione | Formato | |
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https://hdl.handle.net/11583/2557745
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