Work

Modified DFA and DCCA approach for quantifying the multiscale correlation structure of financial markets

Year: 2013

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2013.07.070

Authors: Yi Yin, Pengjian Shang

Institution: Beijing Jiaotong University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2045475992

FWCI: 14.13

Cites: 52

Cited by: 47

Related to: 10