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Multifractal temporally weighted detrended partial cross-correlation analysis of two non-stationary time series affected by common external factors

  • Published:2021-07 Issue: Volume:573 Page:125920
  • 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:

Li Bao-Gen,Ling Dian-Yi,Yu Zu-Guo

Funder

Hunan Provincial Innovation Foundation for Postgraduate

Program for Changjiang Scholars and Innovative Research Team in University

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference48 articles.

1. Long-range correlations in the diffuse seismic coda;Campillo;Science,2003

2. Foundations of Complex-System Theories: in Economics, Evolutionary Biology, and Statistical Physics;Auyang,1998

3. Stock return distributions: Tests of scaling and universality from three distinct stock markets;Plerou;Phys. Rev. E,2008

4. Factorization of joint multifractality;Lin;Physica A,2008

5. Cross-correlations between volume change and price change;Podobnik;Proc. Natl. Acad. Sci. U.S.A,2009

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