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Using Detrended Cross-Correlation Analysis in geophysical data
11 references·3 citing·29 second hop
Using Detrended Cross-Correlation Analysis in geophysical data (2013)Using Detrended Cross-Correlation Analysi…Statistical tests for power-law cross-correlated processes (2011)Statistical tests for power-l…Detrended cross-correlation analysis for non-stationary time series with periodic trends (2011)Detrended cross-correlation a…DCCA cross-correlation coefficient apply in time series of air temperature and air relative humidity (2011)DCCA cross-correlation coeffi…DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)DCCA cross-correlation coeffi…Cross-correlations between volume change and price change (2009)Cross-correlations between vo…A DFA approach for assessing asymmetric correlations (2009)A DFA approach for assessing …Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series (2008)Detrended Cross-Correlation A…Estimation of Hurst exponent revisited (2006)Estimation of Hurst exponent …Effect of nonstationarities on detrended fluctuation analysis (2002)Effect of nonstationarities o…Magnitude and Sign Correlations in Heartbeat Fluctuations (2001)Magnitude and Sign Correlatio…Effect of trends on detrended fluctuation analysis (2001)Effect of trends on detrended…Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis (2018)Detrended correlation coeffic…DCCA analysis of renewable and conventional energy prices (2017)DCCA analysis of renewable an…Cross-correlation analysis of stock markets using EMD and EEMD (2015)Cross-correlation analysis of…Fractional Differencing (1981)Hierarchical structure in financial markets (1999)Multifractal detrending moving-average cross-correlation analysis (2011)Multifractal analysis of financial markets: a review (2019)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Statistics for Long-Memory Processes. (1996)Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series (2010)Complex and chaotic tourism systems: towards a quantitative approach (2011)Fractal and Multifractal Time Series (2011)Multifractal detrended fluctuation analysis of nonstationary time series (2002)Revisiting detrended fluctuation analysis (2012)Detrended cross-correlation analysis consistently extended to multifractality (2014)Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces (2015)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Stock markets and the COVID-19 fractal contagion effects (2020)Noise Dressing of Financial Correlation Matrices (1999)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Some long‐run properties of geophysical records (1969)ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995)Detecting long-range correlations with detrended fluctuation analysis (2001)The Variation of Certain Speculative Prices (1963)Generalized autoregressive conditional heteroskedasticity (1986)The Econometrics of Financial Markets (1997)Approaching complexity by stochastic methods: From biological systems to turbulence (2011)Analysis of detrended time-lagged cross-correlation between two nonstationary time series (2014)Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations (2015)Detrended Partial-Cross-Correlation Analysis: A New Method for Analyzing Correlations in Complex System (2015)
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References

  • 2008Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series1,498 cited
  • 2001Effect of trends on detrended fluctuation analysis1,298 cited
  • 2002Effect of nonstationarities on detrended fluctuation analysis958 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
  • 2001Magnitude and Sign Correlations in Heartbeat Fluctuations398 cited
  • 2011Detrended cross-correlation analysis for non-stationary time series with periodic trends334 cited
  • 2011DCCA cross-correlation coefficient apply in time series of air temperature and air relative humidity176 cited
  • 2006Estimation of Hurst exponent revisited151 cited
  • 2009A DFA approach for assessing asymmetric correlations121 cited

Cited by

  • 2018Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis55 cited
  • 2015Cross-correlation analysis of stock markets using EMD and EEMD53 cited
  • 2017DCCA analysis of renewable and conventional energy prices52 cited

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