Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market

✍ Scribed by Cao, Guangxi; Cao, Jie; Xu, Longbing; He, LingYun

• Book ID: 121762319
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 864 KB
• Volume: 393
• Category: Article
• ISSN: 0378-4371
• DOI: 10.1016/j.physa.2013.08.074