Davor Horvatić

Cross-correlations between volume change and price change

Boris Podobnik, Davor Horvatić, Alexander M. Petersen et al. · Proceedings of the National Academy of Sciences · 2009 · 632 citations · Full text

Economics, Volatility Modeling, Growth Rates R +14

Quantifying cross-correlations using local and global detrending approaches

Boris Podobnik, Davor Horvatić, Suzana Ilić et al. · The European Physical Journal B · 2009 · 422 citations

Multidimensional Analysis, Global Detrending Approaches, Statistical Inference +3

Detrended cross-correlation analysis for non-stationary time series with periodic trends

Davor Horvatić, H. Eugene Stanley, Boris Podobnik · Europhysics Letters (EPL) · 2011 · 337 citations

Earth Science, Engineering, Non-stationary Time Series +10

Time-lag cross-correlations in collective phenomena

Boris Podobnik, D. Wang, Davor Horvatić et al. · Europhysics Letters (EPL) · 2010 · 218 citations

Genome-wide Association Study, Zipf Distribution, Time-lag Cross-correlations +11

Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes

Boris Podobnik, Davor Horvatić, Alfonso Lam Ng et al. · Physica A Statistical Mechanics and its Applications · 2008 · 139 citations · Full text

Engineering, Data Science, Fiarch Processes +4