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Detrended Multiple Cross-Correlation Coefficient · Study

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ArticleDetrended Multiple Cross-Correlation Coefficient

Gilney Figueira Zebende2018

Article2018

Detrended Multiple Cross-Correlation Coefficient

Gilney Figueira Zebende · Aloísio Machado da Silva Filho

65 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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

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References

2008Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series 2008Multifractal detrended cross-correlation analysis for two nonstationary signals 2009Cross-correlations between volume change and price change 2010DCCA cross-correlation coefficient: Quantifying level of cross-correlation 2011Statistical tests for power-law cross-correlated processes 2011Multifractal detrending moving-average cross-correlation analysis 2011Detrended cross-correlation analysis for non-stationary time series with periodic trends 2014Detrended cross-correlation analysis consistently extended to multifractality

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Details

Year2018

Typearticle

Published2018-06-26

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations65

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physa.2018.06.119

openalex_workW2810258997

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