Pages that link to "Item:Q3069234"
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The following pages link to Cross-correlations between volume change and price change (Q3069234):
Displaying 50 items.
- Principal component analysis for non-stationary time series based on detrended cross-correlation analysis (Q332821) (← links)
- Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? (Q1618468) (← links)
- Multifractal detrended cross-correlation analysis of coding and non-coding DNA sequences through chaos-game representation (Q1618655) (← links)
- Universal and non-universal properties of recurrence intervals of rare events (Q1619224) (← links)
- Non linear approach to study the dynamics of neurodegenerative diseases by multifractal detrended cross-correlation analysis--A quantitative assessment on gait disease (Q1619230) (← links)
- How long the singular value decomposed entropy predicts the stock market? -- Evidence from the Dow Jones industrial average index (Q1619493) (← links)
- Multifractal detrended cross-correlation analysis of genome sequences using chaos-game representation (Q1619576) (← links)
- Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668) (← links)
- Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (Q1619951) (← links)
- Transfer entropy coefficient: quantifying level of information flow between financial time series (Q1620359) (← links)
- Pricing currency options in the mixed fractional Brownian motion (Q1673068) (← links)
- Are your data really Pareto distributed? (Q1673333) (← links)
- Mixed-correlated ARFIMA processes for power-law cross-correlations (Q1673362) (← links)
- Pricing currency option in a mixed fractional Brownian motion with jumps environment (Q1719257) (← links)
- Pricing of defaultable securities associated with recovery rate under the stochastic interest rate driven by fractional Brownian motion (Q1738521) (← links)
- The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
- Forecasting VaR and ES of stock index portfolio: a vine copula method (Q1783220) (← links)
- Nonlinear joint dynamics between prices of crude oil and refined products (Q1783278) (← links)
- Discrete scale-invariance in cross-correlations between time series (Q1783320) (← links)
- Abnormal statistical properties of stock indexes during a financial crash (Q1783348) (← links)
- Detrended fluctuation analysis of multivariate time series (Q2004782) (← links)
- Statistical properties of the detrended multiple cross-correlation coefficient (Q2025515) (← links)
- Multi-scale transition matrix approach to time series (Q2070240) (← links)
- Permutation transition entropy: measuring the dynamical complexity of financial time series (Q2122934) (← links)
- Quantile transfer entropy: measuring the heterogeneous information transfer of nonlinear time series (Q2137402) (← links)
- Fluctuation behavior analysis of stochastic exclusion financial dynamics with random jump (Q2137676) (← links)
- Pricing equity warrants in Merton jump-diffusion model with credit risk (Q2141463) (← links)
- Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation (Q2147632) (← links)
- The cross-correlation analysis of multi property of stock markets based on MM-DFA (Q2147706) (← links)
- Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model (Q2148220) (← links)
- Multifractal detrended cross correlation analysis of neuro-degenerative diseases -- an in depth study (Q2148607) (← links)
- Modeling and complexity of stochastic interacting Lévy type financial price dynamics (Q2150375) (← links)
- Chaos based nonlinear analysis to study cardiovascular responses to changes in posture (Q2151771) (← links)
- Do both demand-following and supply-leading theories hold true in developing countries? (Q2155077) (← links)
- Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics (Q2157960) (← links)
- Modified multifractal large deviation spectrum based on CID for financial market system (Q2158964) (← links)
- The Lempel-Ziv measure based pedigree map to detect and evaluate correlation between aero-engine gas path system variables (Q2159667) (← links)
- A new methodology for local cross-correlation between two nonstationary time series (Q2161929) (← links)
- Cross-correlations between the CSI300 index and commodity markets: non-stationary principal component analysis (NSPCA) (Q2162076) (← links)
- Multiscale horizontal visibility entropy: measuring the temporal complexity of financial time series (Q2164561) (← links)
- Higher-order multifractal detrended partial cross-correlation analysis for the correlation estimator (Q2196160) (← links)
- Weighted multifractal cross-correlation analysis based on Shannon entropy (Q2198572) (← links)
- Power-law cross-correlations estimation under heavy tails (Q2200269) (← links)
- Coupling correlation detrended analysis for multiple nonstationary series (Q2213534) (← links)
- Pricing compound and extendible options under mixed fractional Brownian motion with jumps (Q2306304) (← links)
- Measuring the asymmetric contributions of individual subsystems (Q2353777) (← links)
- Two-dimensional multifractal cross-correlation analysis (Q2410524) (← links)
- Heterogeneity in economic relationships: scale dependence through the multivariate fractal regression (Q2668295) (← links)
- Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System (Q2800706) (← links)
- Modified multidimensional scaling approach to analyze financial markets (Q2821526) (← links)