Fan, Qingju; Li, Dan - In: Physica A: Statistical Mechanics and its Applications 429 (2015) C, pp. 17-27
market based on a newly developed algorithm, called Multifractal Cross-Correlation Analysis (MFCCA). The new algorithm is a … natural multifractal generalization of the Detrended Cross-Correlation Analysis (DCCA), and is sensitive to cross …