Methods for detrending success metrics to account for inflationary and deflationary factors*

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Multifractal detrended cross-correlations between the Chinese exchange market and stock market (2012, unknown): “[23] proposes the Qcc(m) test method.”
Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market (2014, unknown): “Although several researchers [20–29] discuss the DCCA methodology, little attention focuses on the asymmetries of the cross-correlation.”
Mixed-correlated ARFIMA processes for power-law cross-correlations (2013, background): “As the financial time series provide sufficient number of observations and they have been shown to possess long-range auto-correlations (volatility, traded volume, signs of changes and absolute returns to name the most frequently studied ones), these also create an appropriate setting for the power-”