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Davor Horvatić · Study
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Author
Davor Horvatić
6 works
· latest 2011
· 1 institutions
cluster: provisional
ORCID 0000-0002-0411-8474
Works
6 shown
Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices
Physical Review E
·
2011
·
4 authors
·
Open access
131
citations
Detrended cross-correlation analysis for non-stationary time series with periodic trends
Europhysics Letters (EPL)
·
2011
·
3 authors
·
Open access
334
citations
Time-lag cross-correlations in collective phenomena
Europhysics Letters (EPL)
·
2010
·
5 authors
·
Open access
217
citations
Cross-correlations between volume change and price change
Proceedings of the National Academy of Sciences
·
2009
·
4 authors
·
Open access
631
citations
Quantifying cross-correlations using local and global detrending approaches
The European Physical Journal B
·
2009
·
6 authors
424
citations
Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes
Physica A Statistical Mechanics and its Applications
·
2008
·
5 authors
·
Open access
143
citations