Multifractal analysis of financial markets: A review

ZQ Jiang, WJ **e, WX Zhou… - Reports on Progress in …, 2019 - iopscience.iop.org
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

Measuring correlations between non-stationary series with DCCA coefficient

L Kristoufek - Physica A: Statistical Mechanics and its Applications, 2014 - Elsevier
In this short report, we investigate the ability of the DCCA coefficient to measure correlation
level between non-stationary series. Based on a wide Monte Carlo simulation study, we …

Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series

L Kristoufek - Physica A: Statistical mechanics and its applications, 2014 - Elsevier
In the paper, we introduce a new measure of correlation between possibly non-stationary
series. As the measure is based on the detrending moving-average cross-correlation …

[HTML][HTML] Analysis of detrended time-lagged cross-correlation between two nonstationary time series

C Shen - Physics Letters A, 2015 - Elsevier
A time-lagged DCCA cross-correlation coefficient is proposed with objective of quantifying
the level of time-lagged cross-correlation between two nonstationary time series at time …

Quantifying the cross-correlations between online searches and Bitcoin market

W Zhang, P Wang, X Li, D Shen - Physica A: Statistical Mechanics and its …, 2018 - Elsevier
In this paper, we quantify the cross-correlations between Google Trends and Bitcoin market.
By employing the Multifractal Detrended Cross-correlation Analysis (MF-DCCA) method, we …

Several fundamental properties of DCCA cross-correlation coefficient

X Zhao, P Shang, J Huang - Fractals, 2017 - World Scientific
The (detrended cross-correlation analysis) DCCA cross-correlation coefficient was proposed
to measure the level of long-range cross-correlations between two non-stationary time …

[HTML][HTML] Autocorrelation and cross-correlation in time series of homicide and attempted homicide

A Machado Filho, MF Da Silva, GF Zebende - Physica A: Statistical …, 2014 - Elsevier
We propose in this paper to establish the relationship between homicides and attempted
homicides by a non-stationary time-series analysis. This analysis will be carried out by …

DCCA cross-correlation coefficient with sliding windows approach

EF Guedes, GF Zebende - Physica A: Statistical Mechanics and its …, 2019 - Elsevier
We have implemented in this paper the DCCA cross-correlation coefficient, ρ DCCA, with
sliding windows approach to measure cross-correlation as a function of time. Thereby, from …

Multiscale network for 20 stock markets using DCCA

EJAL Pereira, PJS Ferreira, MF da Silva… - Physica A: Statistical …, 2019 - Elsevier
The aim of this paper is to analyze the stock exchanges for a large set of countries (20 in
total) before and after the subprime crisis, identifying which markets are the most central and …

DCCA cross-correlation coefficients reveals the change of both synchronization and oscillation in EEG of Alzheimer disease patients

Y Chen, L Cai, R Wang, Z Song, B Deng… - Physica A: Statistical …, 2018 - Elsevier
Alzheimer's disease (AD) is a degenerative disorder of neural system that affects mainly the
older population. Recently, many researches show that the EEG of AD patients can be …