A DFA approach for assessing asymmetric correlations

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 · 5K citations · Full text

Life Sciences, Genetics, Molecular Biology +8

Multifractal detrended fluctuation analysis of nonstationary time series

Jan W. Kantelhardt, Stephan Zschiegner, Eva Koscielny–Bunde et al. · Physica A Statistical Mechanics and its Applications · 2002 · 3.6K citations · Full text

Computing, Mathematics, Dynamical Systems +11

Extreme Correlation of International Equity Markets

François Longin, Bruno Solnik · The Journal of Finance · 2001 · 2.6K citations

Business, Economics, Finance +17

Highly variable Northern Hemisphere temperatures reconstructed from low- and high-resolution proxy data

Anders Moberg, D. M. Sonechkin, Karin Holmgren et al. · Nature · 2005 · 1.7K citations

Natural Sciences, Earth Sciences, Meteorology +14

Asymmetric correlations of equity portfolios

Andrew Ang, Joseph Chen · Journal of Financial Economics · 2002 · 1.6K citations

Business, Economics, Finance +14