Zagreb School of Economics and Management

Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series

Boris Podobnik, H. Eugene Stanley · Physical Review Letters · 2008 · 1.5K citations · Full text

Engineering, Time Series Econometrics, Data Science +16

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

Social physics

Marko Jusup, Petter Holme, Kiyoshi Kanazawa et al. · Physics Reports · 2022 · 564 citations · Full text

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