Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Correlations in economic time series

15 references·16 citing·37 second hop

FromToDepth

this work references cited by second hop

References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
1968Fractional Brownian Motions, Fractional Noises and Applications7,658 cited
1963The Variation of Certain Speculative Prices4,851 cited
1993A long memory property of stock market returns and a new model3,257 cited
1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
1996Statistics for Long-Memory Processes.2,686 cited
1995Scaling behaviour in the dynamics of an economic index1,754 cited
1996Statistics for Long-Memory Processes.1,480 cited
1986A transaction data study of weekly and intradaily patterns in stock returns813 cited
1993A geographical model for the daily and weekly seasonal volatility in the foreign exchange market609 cited
1985An Investigation of Transactions Data for NYSE Stocks554 cited
1985An Investigation of Transactions Data for NYSE Stocks534 cited
1996Varieties of long memory models425 cited
1996Turbulence and financial markets358 cited

Cited by

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2000Establishing the relation between detrended fluctuation analysis and power spectral density analysis for stochastic processes254 cited
2010Time-lag cross-correlations in collective phenomena217 cited
1997Volatility distribution in the S&P500 stock index207 cited
1999Application of the detrended fluctuation analysis (DFA) method for describing cloud breaking175 cited
2006The Exchange Rate in a Behavioral Finance Framework168 cited
2000Econophysics: financial time series from a statistical physics point of view165 cited
2012Rényi’s information transfer between financial time series159 cited
2006Scaling and memory of intraday volatility return intervals in stock markets156 cited
2000Apparent multifractality in financial time series153 cited
1999Econophysics: Can physicists contribute to the science of economics?151 cited
2000The entropy as a tool for analysing statistical dependences in financial time series148 cited
2007Statistics of return intervals in long-term correlated records144 cited
2000Scaling and correlation in financial time series143 cited
2005Detrending fluctuation analysis based on moving average filtering138 cited
2010Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series132 cited
2011Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices131 cited