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Multifractal Detrended Cross-Correlation Analysis of sunspot numbers and river flow fluctuations
16 references·7 citing·21 second hop
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References

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  • 2008Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series1,476 cited
  • 2001Detecting long-range correlations with detrended fluctuation analysis1,401 cited
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  • 2008Multifractal detrended cross-correlation analysis for two nonstationary signals769 cited
  • 1966Long-Term Storage: An Experimental Study.766 cited
  • 1999Statistical properties of the volatility of price fluctuations730 cited
  • 1998Indication of a Universal Persistence Law Governing Atmospheric Variability659 cited
  • 2001Magnitude and Sign Correlations in Heartbeat Fluctuations398 cited
  • 2006Multifractal detrended fluctuation analysis of sunspot time series337 cited
  • 2003Multifractality of river runoff and precipitation: comparison of fluctuation analysis and wavelet methods226 cited
  • 2003Magnitude and sign scaling in power-law correlated time series

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173 cited
  • 2004Common scaling patterns in intertrade times of U. S. stocks166 cited
  • Cited by

    • 2012Multifractal detrended cross-correlation analysis between the Chinese stock market and surrounding stock markets110 cited
    • 2011Multifractal Fourier detrended cross-correlation analysis of traffic signals99 cited
    • 2015Multifractal Detrended Fluctuation Analysis of Streamflow in the Yellow River Basin, China82 cited
    • 2015Joint multifractal analysis based on the partition function approach: analytical analysis, numerical simulation and empirical application80 cited
    • 2011Coupling detrended fluctuation analysis for analyzing coupled nonstationary signals73 cited
    • 2015Multifractal properties of price change and volume change of stock market indices72 cited
    • 2014Autocorrelation and cross-correlation in time series of homicide and attempted homicide71 cited