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Application of the detrended fluctuation analysis (DFA) method for describing cloud breaking
5 references·13 citing·46 second hop
Application of the detrended fluctuation analysis (DFA) method for describing cloud breaking (1999)Application of the detrended fluctuation …Indication of a Universal Persistence Law Governing Atmospheric Variability (1998)Indication of a Universal Per…Correlations in economic time series (1997)Correlations in economic time…Turbulent cascades in foreign exchange markets (1996)Turbulent cascades in foreign…Scaling behaviour in the dynamics of an economic index (1995)Scaling behaviour in the dyna…Stock Returns, Expected Returns, and Real Activity (1990)Stock Returns, Expected Retur…Theoretical foundation of detrending methods for fluctuation analysis such as detrended fluctuation analysis and detrending moving average (2019)Theoretical foundation of det…Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen? (2018)Does Bitcoin exhibit the same…Knowledge Epidemics and Population Dynamics Models for Describing Idea Diffusion (2011)Knowledge Epidemics and Popul…Effect of extreme data loss on long-range correlated and anticorrelated signals quantified by detrended fluctuation analysis (2010)Effect of extreme data loss o…Levels of complexity in scale-invariant neural signals (2009)Levels of complexity in scale…Examination of persistence properties of wind speed records using detrended fluctuation analysis (2009)Examination of persistence pr…A brief description to different multi-fractal behaviors of daily wind speed records over China (2009)A brief description to differ…Long-range correlation and multifractality in Bach’s Inventions pitches (2007)Long-range correlation and mu…Fractal analysis of river flow fluctuations (2007)Fractal analysis of river flo…Evidence of Crossover Phenomena in Wind-Speed Data (2004)Evidence of Crossover Phenome…A multifractal description of wind speed records (2004)A multifractal description of…Magnitude and sign scaling in power-law correlated time series (2003)Magnitude and sign scaling in…Statistical physics in foreign exchange currency and stock markets (2000)Statistical physics in foreig…Introduction to Econophysics (1999)Detecting long-range correlations with detrended fluctuation analysis (2001)Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal Detrended Cross-Correlation Analysis of sunspot numbers and river flow fluctuations (2010)Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series (2010)Complexity testing techniques for time series data: A comprehensive literature review (2015)Théorie de la spéculation (1900)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Power Laws in Economics and Finance (2009)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)ARCH modeling in finance (1992)Scaling of the distribution of price fluctuations of individual companies (1999)Physical approach to complex systems (2012)Multifractal analysis of financial markets: a review (2019)Human behavior and the principle of least effort (1949)Fractal Market Analysis: Applying Chaos Theory to Investment and Economics (1994)Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil (2010)Multifractal detrended cross-correlations between the Chinese exchange market and stock market (2012)Fractional Brownian Motions, Fractional Noises and Applications (1968)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Volatility distribution in the S&P500 stock index (1997)Establishing the relation between detrended fluctuation analysis and power spectral density analysis for stochastic processes (2000)Time-lag cross-correlations in collective phenomena (2010)Asset Prices in an Exchange Economy (1978)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)Idiosyncratic Risk Matters! (2003)There is a risk-return trade-off after all (2005)ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995)Effect of trends on detrended fluctuation analysis (2001)Effect of nonstationarities on detrended fluctuation analysis (2002)Multifractal parameters as an indication of different physiological and pathological states of the human brain (2013)Establishing a direct connection between detrended fluctuation analysis and Fourier analysis (2015)Some long‐run properties of geophysical records (1969)Bitcoin price–volume: A multifractal cross-correlation approach (2018)Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies (2019)Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures (2020)Estimating long range dependence: finite sample properties and confidence intervals (2001)Stochastic Models That Separate Fractal Dimension and the Hurst Effect (2004)Long‐term persistence and multifractality of precipitation and river runoff records (2006)Common scaling patterns in intertrade times of U. S. stocks (2004)Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes (2008)
this work references cited by second hop

References

  • 1995Scaling behaviour in the dynamics of an economic index1,754 cited
  • 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
  • 1998Indication of a Universal Persistence Law Governing Atmospheric Variability659 cited
  • 1996Turbulent cascades in foreign exchange markets643 cited
  • 1997Correlations in economic time series313 cited

Cited by

  • 2003Magnitude and sign scaling in power-law correlated time series173 cited
  • 2000Statistical physics in foreign exchange currency and stock markets163 cited
  • 2007Fractal analysis of river flow fluctuations162 cited
  • 2018Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?162 cited
  • 2009Levels of complexity in scale-invariant neural signals136 cited
  • 2010Effect of extreme data loss on long-range correlated and anticorrelated signals quantified by detrended fluctuation analysis124 cited
  • 2004A multifractal description of wind speed records104 cited
  • 2004Evidence of Crossover Phenomena in Wind-Speed Data91 cited
  • 2007Long-range correlation and multifractality in Bach’s Inventions pitches86 cited
  • 2011

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Knowledge Epidemics and Population Dynamics Models for Describing Idea Diffusion
81 cited
  • 2009A brief description to different multi-fractal behaviors of daily wind speed records over China63 cited
  • 2009Examination of persistence properties of wind speed records using detrended fluctuation analysis58 cited
  • 2019Theoretical foundation of detrending methods for fluctuation analysis such as detrended fluctuation analysis and detrending moving average58 cited