Gilney F. Zebende
Economics and Econometrics · 2011–2018
A researcher in the Science corpus: 5 papers; trusts 12 researchers and is trusted by 18 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 55 citations into it; #3,253 of 23,481 by trust here, #10,609 by citations
- Statistical and Nonlinear Physics — 23 citations into it; #1,154 of 10,127 by trust here, #5,403 by citations
- Molecular Biology — 16 citations into it
- Finance — 13 citations into it; #9,456 of 10,518 by trust here, #8,598 by citations
- Computer Networks and Communications — 7 citations into it
- Signal Processing — 5 citations into it; #6,974 of 7,572 by trust here, #6,083 by citations
Whom Gilney F. Zebende trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Boris Podobnik
- Wei‐Xing Zhou
- Davor Horvatic
- H. Eugene Stanley
- Ling-Yun He
- Alexander M. Petersen
- Ladislav Kristoufek
- Pengjian Shang
- Shu-Peng Chen
- Juan Carlos Reboredo
Who trusts Gilney F. Zebende overall
- Ladislav Kristoufek
- A. M. S. Filho
- Guangxi Cao
- F. Wang
- Gangjin Wang
- M. F. D. Silva
- Longbing Xu
- Guiping Liao
- Chi Xie
- Jie Cao
Papers from Gilney F. Zebende's perspective
Ordered by how strongly the researchers Gilney F. Zebende trusts endorse each paper. Same corpus, a different order for every researcher.
- Multifractal detrended cross-correlation analysis for two nonstationary signals. (Physical review. E, Statistical, nonlinear, and soft matter physics)
- Cross-correlations between volume change and price change (Proceedings of the National Academy of Sciences of the United States of America)
- Nonlinear bivariate dependency of price–volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis
- MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS
- A new approach to quantify power-law cross-correlation and its application to commodity markets
- Multifractal detrended cross-correlation analysis of temporal and spatial seismic data
- Detrended cross-correlation analysis for non-stationary time series with periodic trends
- Time series analysis and its applications
- Introduction to Robust Estimation and Hypothesis Testing
- The cross-correlations of stock markets based on DCCA and time-delay DCCA
Their papers
- DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2011) — 537 citations
- Study of cross-correlation in a self-affine time series of taxi accidents (2011) — 47 citations
- Oil and US dollar exchange rate dependence: A detrended cross-correlation approach (2014) — 197 citations
- Detrended Multiple Cross-Correlation Coefficient (2018) — 48 citations
- Autocorrelation and cross-correlation in time series of homicide and attempted homicide (2014) — 64 citations