Statistical analysis on multifractal detrended cross-correlation coefficient for return interval by oriented percolation
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DOI: 10.1142/S0129183115500023
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References listed on IDEAS
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Cited by:
- Zhang, Wei & Wang, Jun, 2017. "Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 29-41.
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Keywords
Statistical analysis; return interval; oriented percolation; MF-DCCA analysis; cross-correlation; MF-DCCA coefficient;All these keywords.
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