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~isPartOf:"Physica A: Statistical Mechanics and its Applications"
~isPartOf:"Psychometrika"
~subject:"Agricultural commodity futures market"
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Agricultural commodity futures market
Detrended cross-correlation analysis
7
Multifractal detrended cross-correlation analysis
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canonical correlation analysis
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Rolling windows
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Correlation analysis
3
Cross-correlations
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Stock markets
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Crude oil
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Detrended Cross-Correlation Analysis
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Econophysics
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Multifractality
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generalized canonical correlation analysis
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principal components
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ANOVA of categorical data
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Agricultural commodity
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Bimanual coordination
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Canonical correlation analysis
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Carbon market
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Chinese stock markets
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Comodities
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Cross-correlation
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Cross-correlation analysis
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Cross-correlation exponent
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Crossover
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Crude oil markets
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De-trended cross-correlation analysis
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Detrended Fluctuation Analysis
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Detrended cross-correlation analysis (DCCA)
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Detrended fluctuation analysis
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Detrended fluctuation analysis (DFA)
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Discrete-scale long-range correlation
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Efficiency index
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Financial time series
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Fourier filtering
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Fractals
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Fuzzy cluster analysis
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Generalized Hurst exponent
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Chen, Shu-Peng
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He, Ling-Yun
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Physica A: Statistical Mechanics and its Applications
Psychometrika
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Nonlinear bivariate dependency of price–volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-
Correlation
Analysis
He, Ling-Yun
;
Chen, Shu-Peng
- In:
Physica A: Statistical Mechanics and its Applications
390
(
2011
)
2
,
pp. 297-308
methodology called Multifractal Detrended Cross-
Correlation
Analysis
(MF-DCCA), which is an efficient algorithm to analyze two …
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