A. M. S. Filho

Economics and Econometrics · 2011–2018

A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 32 citations into it; #20,763 of 23,481 by trust here, #18,597 by citations
• Statistical and Nonlinear Physics — 20 citations into it
• Molecular Biology — 11 citations into it
• Finance — 9 citations into it; #9,457 of 10,518 by trust here, #8,598 by citations
• Computer Networks and Communications — 5 citations into it

Whom A. M. S. Filho trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Gilney F. Zebende
2. Ling-Yun He
3. Wei‐Xing Zhou
4. Davor Horvatic
5. Boris Podobnik
6. Shu-Peng Chen
7. Pengjian Shang
8. D. Osgood
9. H. Eugene Stanley
10. Alexander M. Petersen

Who trusts A. M. S. Filho overall

1. M. F. D. Silva
2. Gilney F. Zebende

Papers from A. M. S. Filho's perspective

Ordered by how strongly the researchers A. M. S. Filho trusts endorse each paper. Same corpus, a different order for every researcher.

1. Multifractal detrended cross-correlation analysis for two nonstationary signals. (Physical review. E, Statistical, nonlinear, and soft matter physics)
2. Cross-correlations between volume change and price change (Proceedings of the National Academy of Sciences of the United States of America)
3. Nonlinear bivariate dependency of price–volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis
4. Time series analysis and its applications
5. Detrended cross-correlation analysis for non-stationary time series with periodic trends
6. MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS
7. A new approach to quantify power-law cross-correlation and its application to commodity markets
8. Multifractal detrended cross-correlation analysis of temporal and spatial seismic data
9. Introduction to Robust Estimation and Hypothesis Testing
10. The cross-correlations of stock markets based on DCCA and time-delay DCCA

Their papers

• Study of cross-correlation in a self-affine time series of taxi accidents (2011) — 47 citations
• Detrended Multiple Cross-Correlation Coefficient (2018) — 48 citations
• Autocorrelation and cross-correlation in time series of homicide and attempted homicide (2014) — 64 citations