The cross-correlations of stock markets based on DCCA and time-delay DCCA
By Aijing Lin, Pengjian Shang, Xiaojun Zhao. 2012
94 citations recorded by the source corpus.
Subfields: Computer Networks and Communications, Economics and Econometrics, Statistical and Nonlinear Physics
View Paper: https://www.semanticscholar.org/paper/3596d62599a8f0053a0c465a5f9c129d2ee13ed6
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In Computer Networks and Communications
In Economics and Econometrics
In Statistical and Nonlinear Physics
Citations in the corpus
- Autocorrelation and cross-correlation in time series of homicide and attempted homicide (2014, methodology): “Naturally, in the next section, we apply a generalization of the DFA method, called detrended cross-correlation analysis (DCCA), to study the long range cross-correlations in the presence of non-stationarity [49–59].”