Pages that link to "Item:Q3098238"
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The following pages link to MULTIFRACTAL DETRENDED CROSS-CORRELATION ANALYSIS OF CHINESE STOCK MARKETS BASED ON TIME DELAY (Q3098238):
Displaying 12 items.
- A novel similarity measure based on eigenvalue distribution (Q336004) (← links)
- Modified cross sample entropy and surrogate data analysis method for financial time series (Q1618520) (← links)
- Non linear approach to study the dynamics of neurodegenerative diseases by multifractal detrended cross-correlation analysis--A quantitative assessment on gait disease (Q1619230) (← links)
- Simulation analysis of multifractal detrended methods based on the ARFIMA process (Q1694558) (← links)
- The cross-correlation analysis of multi property of stock markets based on MM-DFA (Q2147706) (← links)
- Chaos based nonlinear analysis to study cardiovascular responses to changes in posture (Q2151771) (← links)
- Weighted multifractal cross-correlation analysis based on Shannon entropy (Q2198572) (← links)
- Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis (Q2296838) (← links)
- Information flow and cross-correlation of chinese stock markets based on transfer entropy and DCCA (Q2874156) (← links)
- The<i>q</i>-dependent detrended cross-correlation analysis of stock market (Q4964480) (← links)
- MULTIFRACTAL CROSS-CORRELATION ANALYSIS BETWEEN CARBON SPOT AND FUTURES MARKETS CONSIDERING ASYMMETRIC CONDUCTION EFFECT (Q5025317) (← links)
- An empirical study on the threshold cointegration of Chinese A and H cross-listed shares (Q5130353) (← links)
