Mixed-correlated ARFIMA processes for power-law cross-correlations (Q1673362): Difference between revisions

@@ Property / DOI @@
-.1016/j.physa.2013.08.041
@@ Property / DOI: 10.1016/j.physa.2013.08.041 / rank @@
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+W2096649183
@@ Property / OpenAlex ID: W2096649183 / rank @@
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@@ Property / arXiv ID @@
+.6046
@@ Property / arXiv ID: 1307.6046 / rank @@
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@@ Property / cites work @@
+Scaling behaviors in differently developed markets
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+Multifractal Hurst analysis of crude oil prices
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+Multi-scaling in finance
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+Cross-correlations between volume change and price change
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+MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS
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+Identification of the Multivariate Fractional Brownian Motion
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+CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES
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+Long Range Dependence
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@@ Property / DOI @@
+.1016/J.PHYSA.2013.08.041
@@ Property / DOI: 10.1016/J.PHYSA.2013.08.041 / rank @@
+Normal rank