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Detrended Multiple Cross-Correlation Coefficient
16 references·0 citing·19 second hop
Detrended Multiple Cross-Correlation Coefficient (2018)Detrended Multiple Cross-Correlation Coef…Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces (2015)Detrended partial cross-corre…Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations (2015)Detrended fluctuation analysi…Measuring correlations between non-stationary series with DCCA coefficient (2014)Measuring correlations betwee…Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series (2014)Detrending moving-average cro…Detrended cross-correlation analysis consistently extended to multifractality (2014)Detrended cross-correlation a…Oil and US dollar exchange rate dependence: A detrended cross-correlation approach (2013)Oil and US dollar exchange ra…Statistical tests for power-law cross-correlated processes (2011)Statistical tests for power-l…Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations (2011)Multifractal height cross-cor…Multifractal detrending moving-average cross-correlation analysis (2011)Multifractal detrending movin…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…Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Multifractal detrended cross-…Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series (2008)Detrended Cross-Correlation A…The Interpolation of Time Series by Related Series (1962)The Interpolation of Time Ser…Fractional Differencing (1981)Hierarchical structure in financial markets (1999)Multifractal analysis of financial markets: a review (2019)Multifractal detrended fluctuation analysis of nonstationary time series (2002)Revisiting detrended fluctuation analysis (2012)Detecting long-range correlations with detrended fluctuation analysis (2001)Detrending moving average algorithm for multifractals (2010)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Stock markets and the COVID-19 fractal contagion effects (2020)Multiscale characteristics of the emerging global cryptocurrency marketIntroduction to Econophysics (1999)Detecting and interpreting distortions in hierarchical organization of complex time series (2015)The Variation of Certain Speculative Prices (1963)Generalized autoregressive conditional heteroskedasticity (1986)The Econometrics of Financial Markets (1997)Spurious Volatility in Historical Unemployment Data (1986)Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data (2008)Testing for Granger causality with mixed frequency data (2015)Analysis of detrended time-lagged cross-correlation between two nonstationary time series (2014)
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References

  • 2008Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series1,476 cited
  • 2008Multifractal detrended cross-correlation analysis for two nonstationary signals769 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
  • 2011Multifractal detrending moving-average cross-correlation analysis375 cited
  • 2011Detrended cross-correlation analysis for non-stationary time series with periodic trends334 cited
  • 2014Detrended cross-correlation analysis consistently extended to multifractality224 cited
  • 2014Measuring correlations between non-stationary series with DCCA coefficient220 cited
  • 1962The Interpolation of Time Series by Related Series213 cited
  • 2015Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces208 cited
  • 2013Oil and US dollar exchange rate dependence: A detrended cross-correlation approach208 cited
  • 2011Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations208 cited
  • 2014Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series

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179 cited
  • 2011DCCA cross-correlation coefficient apply in time series of air temperature and air relative humidity176 cited
  • 2015Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations167 cited
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