Multifractal Detrended Cross-Correlation Analysis of agricultural futures markets

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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-”
Multifractal detrended cross-correlations between the Chinese exchange market and stock market (2012, methodology): “[27,37–39,43], but Fig.”
Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient (2013, background): “However, in the real world, especially in the financial markets, the time series are often non-stationary and heterogeneous [32,33].”