Dissecting multifractal detrended cross-correlation analysis

DOI10.1016/J.PHYSA.2025.130971MaRDI QIDQ6909680zbMATH OpenFDO

Authors Borko D. Stošić, Tatijana Stošić

Publication date 29 October 2025

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.PHYSA.2025.130971

zbMATH Keywords

binomial multifractal modelMF-DXAMFCCAMFDCCAsugar-ethanol price

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

• Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis
• scientific article; zbMATH DE number 192842 (Why is no real title available?)
• Multifractal detrended fluctuation analysis of nonstationary time series

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