Multifractal Fourier detrended cross-correlation analysis of traffic signals-Reference-Cited by-同舟云学术

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Multifractal Fourier detrended cross-correlation analysis of traffic signals

Published:2011-10 Issue:21-22 Volume:390 Page:3670-3678
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:

Zhao Xiaojun,Shang Pengjian,Lin Aijing,Chen Gang

Funder

The National High Technology Research Development Program of China (863 Program)

the China National Science

MEDF

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference39 articles.

1. Universal and non-universal properties of cross-correlations in financial time series;Plerou;Phys. Rev. Lett.,1999

2. Random matrix approach to cross correlations in financial data;Plerou;Phys. Rev. E,2002

3. Irregularity, volatility, risk, and financial market time series;Pincus;Proc. Natl. Acad. Sci. USA,2004

4. Physiological time-series analysis using approximate entropy and sample entropy;Richman;Am. Physiol. Heart Circ. Physiol.,2000

5. Time-dependent cross-correlations between different stock returns: a directed network of influence;Kullmann;Phys. Rev. E,2002

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