Discrete scale-invariance in cross-correlations between time series (Q1783320)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6940579
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Discrete scale-invariance in cross-correlations between time series |
scientific article; zbMATH DE number 6940579 |
Statements
Discrete scale-invariance in cross-correlations between time series (English)
0 references
20 September 2018
0 references
discrete-scale long-range correlation
0 references
de-trended cross-correlation analysis
0 references
stock markets
0 references
0.76815265417099
0 references
0.7603803277015686
0 references
0.7593911290168762
0 references
0.7432819604873657
0 references
0.7425655722618103
0 references
