Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market

By Guangxi Cao, Jie Cao, Longbing Xu, Ling-Yun He. 2014

94 citations recorded by the source corpus.

Subfields: Condensed Matter Physics, Economics and Econometrics, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/16af9135d77b2475c3bc0cfbc249bf1d61660d56