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Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket
16 references·2 citing·25 second hop
Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket (2012)Cross-correlations between Renminbi and f…Statistical tests for power-law cross-correlated processes (2011)Statistical tests for power-l…Multifractal detrending moving-average cross-correlation analysis (2011)Multifractal detrending movin…DCCA cross-correlation coefficient apply in time series of air temperature and air relative humidity (2011)DCCA cross-correlation coeffi…Detrending moving average algorithm for multifractals (2010)Detrending moving average alg…DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)DCCA cross-correlation coeffi…Cross-correlations between Chinese A-share and B-share markets (2010)Cross-correlations between Ch…Quantifying cross-correlations using local and global detrending approaches (2009)Quantifying cross-correlation…Cross-correlations between volume change and price change (2009)Cross-correlations between vo…Short-term predictability of crude oil markets: A detrended fluctuation analysis approach (2008)Short-term predictability of …Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Multifractal detrended cross-…Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series (2008)Detrended Cross-Correlation A…Detrended fluctuation analysis for fractals and multifractals in higher dimensions (2006)Detrended fluctuation analysi…Can one make any crash prediction in finance using the local Hurst exponent idea? (2004)Can one make any crash predic…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…An Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…Hierarchical structure in financial markets (1999)Hierarchical structure in fin…Examining the Interdependence between the Exchange Rates of China and ASEAN Countries: A Canonical Vine Copula Approach (2019)Examining the Interdependence…Are exchange rates interdependent? Evidence using wavelet analysis (2016)Are exchange rates interdepen…Fractional Differencing (1981)Multifractal analysis of financial markets: a review (2019)Fractals and Scaling in Finance (1997)Fractal and Multifractal Time Series (2009)Detecting long-range correlations with detrended fluctuation analysis (2001)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Detrended cross-correlation analysis consistently extended to multifractality (2014)Stock markets and the COVID-19 fractal contagion effects (2020)Portfolio Selection: Efficient Diversification of Investments (1959)The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Random matrix approach to cross correlations in financial data (2002)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control. (1978)Time-lag cross-correlations in collective phenomena (2010)Detrended cross-correlation analysis for non-stationary time series with periodic trends (2011)The Variation of Certain Speculative Prices (1963)The Econometrics of Financial Markets (1997)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Physical approach to complex systems (2012)A tool for filtering information in complex systems (2005)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)
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References

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  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,342 cited
  • 1999Hierarchical structure in financial markets2,073 cited
  • 2008Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series1,476 cited
  • 2008Multifractal detrended cross-correlation analysis for two nonstationary signals769 cited
  • 2009Cross-correlations between volume change and price change631 cited
  • 2010DCCA cross-correlation coefficient: Quantifying level of cross-correlation611 cited
  • 2011Statistical tests for power-law cross-correlated processes443 cited
  • 2010Detrending moving average algorithm for multifractals440 cited
  • 2009Quantifying cross-correlations using local and global detrending approaches424 cited
  • 2011Multifractal detrending moving-average cross-correlation analysis375 cited
  • 2004Can one make any crash prediction in finance using the local Hurst exponent idea?252 cited
  • 2008Short-term predictability of crude oil markets: A detrended fluctuation analysis approach245 cited
  • 2006Detrended fluctuation analysis for fractals and multifractals in higher dimensions243 cited

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2011
DCCA cross-correlation coefficient apply in time series of air temperature and air relative humidity
176 cited
  • 2010Cross-correlations between Chinese A-share and B-share markets173 cited
  • Cited by

    • 2016Are exchange rates interdependent? Evidence using wavelet analysis23 cited
    • 2019Examining the Interdependence between the Exchange Rates of China and ASEAN Countries: A Canonical Vine Copula Approach22 cited