Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market-Reference-Cited by-同舟云学术

Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market

Published:2014-01 Issue: Volume:393 Page:460-469
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Cao Guangxi,Cao Jie,Xu Longbing,He LingYun

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference33 articles.

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