Vandewalle, N.; Ausloos, M. - In: Physica A: Statistical Mechanics and its Applications 246 (1997) 3, pp. 454-459
The detrended fluctuation analysis (DFA) is used to sort out temporal correlations in financial data. Its usefulness for the investigations of long-range power-law correlations in economic sequences is shown. Our findings of persistent and antipersistent sequences are suprisingly similar to...