Wang, Yudong; Wei, Yu; Wu, Chongfeng - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 5, pp. 864-875
). Scaling analysis shows that, for time scales smaller than a month, the auto-correlations and cross-correlations are persistent …-correlations. Using the multifractal extension of DFA and DCCA, we find that, for small time scales, the correlations are strongly … multifractal, while, for large time scales, the correlations are nearly monofractal. Analyzing the multifractality of shuffled and …