Concepedia
Nonlinear Dynamics · 2011 · 97 citations · 30 references
Market MicrostructureAsset PricingMarket TrendTime-delay DccaBusinessStock MarketsFinancial EngineeringFinanceHigh-frequency Financial Econometrics
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Mosaic organization of DNA nucleotides
Chung‐Kang Peng, Sergey V. Buldyrev, Shlomo Havlin et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 1994 · 4.9K citations · Full text
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
Effect of trends on detrended fluctuation analysis
Kun Hu, Plamen Ch. Ivanov, Zhi Chen et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 2001 · 1.3K citations · Full text
Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series
Vasiliki Plerou, Parameswaran Gopikrishnan, Bernd Rosenow et al. · Physical Review Letters · 1999 · 1K citations · Full text
Empirical Finance, Spectral Theory, Volatility Modeling +18
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