Quantifying cross-correlations using local and global detrending approaches

By B. Podobnik, Ivo Grosse, Davor Horvatic, S. Ilić, P. C. Ivanov, H. Stanley. 2009

62 citations recorded by the source corpus.

Subfields: Computer Networks and Communications, Condensed Matter Physics, Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/c4424df08df8762ae13e8e2e351ea183ca037a79

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computer Networks and Communications

1. Shu-Peng Chen
2. Ling-Yun He

In Condensed Matter Physics

1. Shu-Peng Chen
2. Ling-Yun He

In Economics and Econometrics

1. Ling-Yun He
2. Shu-Peng Chen
3. Ladislav Kristoufek
4. Guangxi Cao
5. Longbing Xu
6. Jie Cao
7. A. M. S. Filho
8. Gilney F. Zebende

Citations in the corpus

• Multifractal Detrended Cross-Correlation Analysis of agricultural futures markets (2011, methodology): “Furthermore, Podobnik and Stanley found, both numerically [7] and analytically [8], that the cross-correlation exponent is equal to the average of individual Hurst exponents for two fractionally autoregressive integrated moving average (ARFIMA) processes sharing the same random noise when .”