Discrete scale-invariance in cross-correlations between time series
Year of publication: |
2015
|
---|---|
Authors: | Xiao, Qin ; Pan, Xue ; Stephen, Mutua ; Yang, Yue ; Li, Xinli ; Yang, Huijie |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 421.2015, C, p. 161-170
|
Publisher: |
Elsevier |
Subject: | Discrete-scale long-range correlation | De-trended cross-correlation analysis | Stock markets |
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