SStudyAcademic Library

Shelves Open access My library Review

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

Quantifying cross-correlations using local and global detrending approaches · Study

Home/Complex Systems and Time Series Analysis

Quantifying cross-correlations using local and global detrending approaches

Boris Podobnik A, Ivo Große, Davor Horvatić, Suzana Ilić, Plamen Ch. Ivanov, Eugene Stanley

2009-09-01articleThe European Physical Journal B424 citationsclosed

No readable copy stored yet — this record is metadata only.

Complex Systems and Time Series Analysis Time Series Analysis and Forecasting Statistical Mechanics and Entropy

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 424 citations exist upstream.

References

1977Time Series Analysis: Forecasting and Control

1971Time Series Analysis Forecasting and Control.

1978Time Series Analysis: Forecasting and Control.

1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

1981Fractional Differencing

1999Hierarchical structure in financial markets

2008Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series

1980Long memory relationships and the aggregation of dynamic models

Cited by

2011Multifractal detrending moving-average cross-correlation analysis

2011Detrended cross-correlation analysis for non-stationary time series with periodic trends

2010Time-lag cross-correlations in collective phenomena

2015Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces

2014An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA

2011DCCA cross-correlation coefficient apply in time series of air temperature and air relative humidity

2010Cross-correlations between Chinese A-share and B-share markets

2018The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average

Details

Year2009

Typearticle

VenueThe European Physical Journal B

Languageen

Files0 public / 0

Identifiers

doi10.1140/epjb/e2009-00310-5

openalex_workW2145140171

Links

Imported from OpenAlex (CC0) — nothing here is generated.