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Fourier-detrended fluctuation analysis
4 references·2 citing·19 second hop
Fourier-detrended fluctuation analysis (2005)Fourier-detrended fluctuation analysisLong-range correlations and nonstationarity in the Brazilian stock market (2003)Long-range correlations and n…Effect of nonstationarities on detrended fluctuation analysis (2002)Effect of nonstationarities o…Effect of trends on detrended fluctuation analysis (2001)Effect of trends on detrended…THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS (1994)THE MULTIFRACTAL FORMALISM RE…A Modified Multifractal Detrended Fluctuation Analysis (MFDFA) Approach for Multifractal Analysis of Precipitation in Dongting Lake Basin, China (2019)A Modified Multifractal Detre…Establishing a direct connection between detrended fluctuation analysis and Fourier analysis (2015)Establishing a direct connect…Fractional Brownian Motions, Fractional Noises and Applications (1968)Introduction to Econophysics (1999)Detecting long-range correlations with detrended fluctuation analysis (2001)ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995)A Multifractal Walk down Wall Street (1999)Application of multifractal measures to Tehran price index (2005)Long-term memory and volatility clustering in high-frequency price changes (2007)The cross-correlations of stock markets based on DCCA and time-delay DCCA (2011)Long-Term Storage: An Experimental Study. (1966)Indication of a Universal Persistence Law Governing Atmospheric Variability (1998)Multifractal detrended fluctuation analysis of nonstationary time series (2002)The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis (2023)Detrending moving average algorithm for multifractals (2010)Physical approach to complex systems (2012)Multifractal analysis of financial markets: a review (2019)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Cross-correlations between volume change and price change (2009)DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)Statistical tests for power-law cross-correlated processes (2011)
this work references cited by second hop

References

  • 2001Effect of trends on detrended fluctuation analysis1,285 cited
  • 2002Effect of nonstationarities on detrended fluctuation analysis958 cited
  • 1994THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS574 cited
  • 2003Long-range correlations and nonstationarity in the Brazilian stock market130 cited

Cited by

  • 2019A Modified Multifractal Detrended Fluctuation Analysis (MFDFA) Approach for Multifractal Analysis of Precipitation in Dongting Lake Basin, China78 cited
  • 2015Establishing a direct connection between detrended fluctuation analysis and Fourier analysis68 cited

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