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~person:"Liu, Li"
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Search: subject:"Cross-correlation analysis"
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Detrended cross-correlation analysis
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Liu, Li
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Physica A: Statistical Mechanics and its Applications
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Cross-correlations between crude oil and agricultural commodity markets
Liu, Li
- In:
Physica A: Statistical Mechanics and its Applications
395
(
2014
)
C
,
pp. 293-302
consideration. Using a detrended
cross-correlation
analysis
(DCCA), we find that the return cross-correlations are persistent for …
Persistent link: https://www.econbiz.de/10010874171
Saved in:
2
Cross-correlation between crude oil and refined product prices
Liu, Li
;
Ma, Guofeng
- In:
Physica A: Statistical Mechanics and its Applications
413
(
2014
)
C
,
pp. 284-293
-known detrended
cross-correlation
analysis
(DCCA). Our findings indicate that the cross-correlations are significant and strong …
Persistent link: https://www.econbiz.de/10010906957
Saved in:
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