Results 281 to 290 of about 1,594,443 (315)

Detrended Multiple Cross-Correlation Coefficient

Physica A: Statistical Mechanics and Its Applications, 2018
G F Zebende
exaly  

Cross Correlation

2011
openaire   +2 more sources

Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient

Physica A: Statistical Mechanics and Its Applications, 2013
Gang-Jin Wang, Chi Xie
exaly  

Oil and US dollar exchange rate dependence: A detrended cross-correlation approach

Energy Economics, 2014
Juan C Reboredo, MIGUEL A Rivera-Castro, G F Zebende   +2 more
exaly  

CROSS CORRELATION

2008
openaire   +1 more source

Analysis of detrended time-lagged cross-correlation between two nonstationary time series

Physics Letters, Section A: General, Atomic and Solid State Physics, 2015
Chenhua Shen
exaly  

Multifractal detrended cross-correlation analysis for power markets

Nonlinear Dynamics, 2013
Fang Wang, Gui-Ping Liao
exaly  

Bitcoin price–volume: A multifractal cross-correlation approach

Finance Research Letters, 2019
Elie Bouri, David Roubaud
exaly  

DCCA cross-correlation coefficient with sliding windows approach

Physica A: Statistical Mechanics and Its Applications, 2019
Everáldo Freitas Guedes, G F Zebende
exaly  

cross correlation

2000
openaire   +1 more source