Backcasting and forecasting time series using detrended cross-correlation analysis-Reference-Cited by-同舟云学术

Backcasting and forecasting time series using detrended cross-correlation analysis

Published:2020-12 Issue: Volume:560 Page:125109
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:

Contreras-Reyes Javier E.,Idrovo-Aguirre Byron J.

Funder

FONDECYT

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference26 articles.

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4. Detrended cross-correlations between returns, volatility, trading activity and volume traded for the stock market companies;Rak;Europhys. Lett.,2015

5. Using detrended cross-correlation analysis in geophysical data;Marinho;Physica A,2013

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