Jensen-detrended cross-correlation function for non-stationary time series with application to Latin American stock markets (Q6638486)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Jensen-detrended cross-correlation function for non-stationary time series with application to Latin American stock markets |
scientific article; zbMATH DE number 7944512
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jensen-detrended cross-correlation function for non-stationary time series with application to Latin American stock markets |
scientific article; zbMATH DE number 7944512 |
Statements
Jensen-detrended cross-correlation function for non-stationary time series with application to Latin American stock markets (English)
0 references
14 November 2024
0 references
detrended cross-correlation coefficient
0 references
non-stationary processes
0 references
Jensen-variance distance
0 references
convexity
0 references
chaotic maps
0 references
stock market indexes
0 references
0 references
0 references
0 references