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Jensen-detrended cross-correlation function for non-stationary time series with application to Latin American stock markets - MaRDI portal

Jensen-detrended cross-correlation function for non-stationary time series with application to Latin American stock markets

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Publication:6638486

DOI10.1016/J.PHYSA.2024.130115MaRDI QIDQ6638486

Author name not available (Why is that?)

Publication date: 14 November 2024

Published in: (Search for Journal in Brave)




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