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Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces

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Cited by:

  1. Ferreira, Paulo & Pereira, Éder & Silva, Marcus, 2020. "The relationship between oil prices and the Brazilian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
  2. Zebende, G.F. & da Silva Filho, A.M., 2018. "Detrended Multiple Cross-Correlation Coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 91-97.
  3. Dong, Keqiang & Zhang, Hong & Gao, You, 2017. "Dynamical mechanism in aero-engine gas path system using minimum spanning tree and detrended cross-correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 465(C), pages 363-369.
  4. Cai, Yuxin & Lu, Xinsheng & Ren, Yongping & Qu, Ling, 2019. "Exploring the dynamic relationship between crude oil price and implied volatility indices: A MF-DCCA approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
  5. Cao, Guangxi & Shi, Yingying, 2017. "Simulation analysis of multifractal detrended methods based on the ARFIMA process," Chaos, Solitons & Fractals, Elsevier, vol. 105(C), pages 235-243.
  6. Zhai, Lu-Sheng & Liu, Ruo-Yu, 2019. "Local detrended cross-correlation analysis for non-stationary time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 222-233.
  7. da Silva, Marcus Fernandes & de Area Leão Pereira, Éder Johnson & da Silva Filho, Aloisio Machado & de Castro, Arleys Pereira Nunes & Miranda, José Garcia Vivas & Zebende, Gilney Figueira, 2016. "Quantifying the contagion effect of the 2008 financial crisis between the G7 countries (by GDP nominal)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 453(C), pages 1-8.
  8. Bogachev, Mikhail I. & Kuzmenko, Alexander V. & Markelov, Oleg A. & Pyko, Nikita S. & Pyko, Svetlana A., 2023. "Approximate waiting times for queuing systems with variable long-term correlated arrival rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 614(C).
  9. Jia, Rui-Lin & Wang, Dong-Hua & Tu, Jing-Qing & Li, Sai-Ping, 2016. "Correlation between agricultural markets in dynamic perspective—Evidence from China and the US futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 464(C), pages 83-92.
  10. Zhang, Shuchang & Guo, Yaoqi & Cheng, Hui & Zhang, Hongwei, 2021. "Cross-correlations between price and volume in China's crude oil futures market: A study based on multifractal approaches," Chaos, Solitons & Fractals, Elsevier, vol. 144(C).
  11. Zhou, Yaping & Lu, Baoqun & Lv, Dayong & Ruan, Qingsong, 2019. "The informativeness of options-trading activities: Non-linear analysis based on MF-DCCA and Granger test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
  12. Zhai, Lu-Sheng & Zong, Yan-Bo & Wang, Hong-Mei & Yan, Cong & Gao, Zhong-Ke & Jin, Ning-De, 2017. "Characterization of flow pattern transitions for horizontal liquid–liquid pipe flows by using multi-scale distribution entropy in coupled 3D phase space," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 136-147.
  13. Dongwei, Chen & Fei, Hu & Jingjing, Xu & lei, Liu, 2019. "Long-range correlation analysis among non-stationary passive scalar series in the turbulent boundary layer," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 290-296.
  14. Kristjanpoller, Werner & Bouri, Elie, 2019. "Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1057-1071.
  15. Wang, Luo-Qing & Xu, Yong-Xiang, 2018. "Assessing the relevance of individual characteristics for the structure of similarity networks in new social strata in Shanghai," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 881-889.
  16. Kukacka, Jiri & Kristoufek, Ladislav, 2021. "Does parameterization affect the complexity of agent-based models?," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 324-356.
  17. Li, Bao-Gen & Ling, Dian-Yi & Yu, Zu-Guo, 2021. "Multifractal temporally weighted detrended partial cross-correlation analysis of two non-stationary time series affected by common external factors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
  18. Ruan, Qingsong & Yang, Haiquan & Lv, Dayong & Zhang, Shuhua, 2018. "Cross-correlations between individual investor sentiment and Chinese stock market return: New perspective based on MF-DCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 243-256.
  19. Fernández-Martínez, M. & Sánchez-Granero, M.A. & Casado Belmonte, M.P. & Trinidad Segovia, J.E., 2020. "A note on power-law cross-correlated processes," Chaos, Solitons & Fractals, Elsevier, vol. 138(C).
  20. Xi, Caiping & Zhang, Shuning & Xiong, Gang & Zhao, Huichang & Yang, Yonghong, 2017. "The application of the multifractal cross-correlation analysis methods in radar target detection within sea clutter," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 839-854.
  21. Paiva, Aureliano Sancho Souza & Rivera-Castro, Miguel Angel & Andrade, Roberto Fernandes Silva, 2018. "DCCA analysis of renewable and conventional energy prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1408-1414.
  22. Guo, Yaoqi & Yu, Zhuling & Yu, Chenxi & Cheng, Hui & Chen, Weixun & Zhang, Hongwei, 2021. "Asymmetric multifractal features of the price–volume correlation in China’s gold futures market based on MF-ADCCA," Research in International Business and Finance, Elsevier, vol. 58(C).
  23. Zhang, Wei & Wang, Pengfei & Li, Xiao & Shen, Dehua, 2018. "Quantifying the cross-correlations between online searches and Bitcoin market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 657-672.
  24. Lima, Cristiane Rocha Albuquerque & de Melo, Gabriel Rivas & Stosic, Borko & Stosic, Tatijana, 2019. "Cross-correlations between Brazilian biofuel and food market: Ethanol versus sugar," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 687-693.
  25. Wang, Fang & Yang, Zhaohui & Wang, Lin, 2016. "Detecting and quantifying cross-correlations by analogous multifractal height cross-correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 954-962.
  26. Wang, Xuan & Guo, Kun & Lu, Xiaolin, 2016. "The long-run dynamic relationship between exchange rate and its attention index: Based on DCCA and TOP method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 453(C), pages 108-115.
  27. Gao-Feng Gu & Xiong Xiong & Hai-Chuan Xu & Wei Zhang & Yongjie Zhang & Wei Chen & Wei-Xing Zhou, 2021. "An empirical behavioral order-driven model with price limit rules," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-24, December.
  28. Ferreira, Paulo & Loures, Luís & Nunes, José & Brito, Paulo, 2018. "Are renewable energy stocks a possibility to diversify portfolios considering an environmentally friendly approach? The view of DCCA correlation coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 675-681.
  29. Ferreira, Paulo, 2019. "Assessing the relationship between dependence and volume in stock markets: A dynamic analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 516(C), pages 90-97.
  30. Gao, Xing-Lu & Shao, Ying-Hui & Yang, Yan-Hong & Zhou, Wei-Xing, 2022. "Do the global grain spot markets exhibit multifractal nature?," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
  31. Li, Shuping & Li, Jianfeng & Lu, Xinsheng & Sun, Yihong, 2022. "Exploring the dynamic nonlinear relationship between crude oil price and implied volatility indices: A new perspective from MMV-MFDFA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 603(C).
  32. Ciesielska, Dorota & Kołtuniak, Marcin, 2017. "Outward foreign direct investments and home country’s economic growth," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 127-146.
  33. da Silva, L.S. Almeida & Guedes, E.F. & Ferreira, Paulo & Dionísio, Andreia & Zebende, G.F., 2019. "ρx,y between open-close stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
  34. Shen, Chen-hua & Li, Cao-ling, 2016. "An analysis of the intrinsic cross-correlations between API and meteorological elements using DPCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 446(C), pages 100-109.
  35. Gu, Rongbao & Shao, Yanmin, 2016. "How long the singular value decomposed entropy predicts the stock market? — Evidence from the Dow Jones Industrial Average Index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 453(C), pages 150-161.
  36. Fang, Sheng & Lu, Xinsheng & Li, Jianfeng & Qu, Ling, 2018. "Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 551-566.
  37. Jia, Linlu & Ke, Jinchuan & Wang, Jun, 2019. "Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 370-383.
  38. Ruan, Qingsong & Zhang, Manqian & Lv, Dayong & Yang, Haiquan, 2018. "SAD and stock returns revisited: Nonlinear analysis based on MF-DCCA and Granger test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 1009-1022.
  39. Wang, Luo-Qing & Xu, Yong-Xiang, 2018. "Distribution of individual status in the invisibility similarity network of new social strata in Shanghai," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 426-434.
  40. Ruan, Qingsong & Cui, Hao & Fan, Liming, 2020. "China’s soybean crush spread: Nonlinear analysis based on MF-DCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 554(C).
  41. Yao, Can-Zhong & Liu, Cheng & Ju, Wei-Jia, 2020. "Multifractal analysis of the WTI crude oil market, US stock market and EPU," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 550(C).
  42. Blachowicz, Tomasz & Ehrmann, Andrea & Domino, Krzysztof, 2016. "Statistical analysis of digital images of periodic fibrous structures using generalized Hurst exponent distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 452(C), pages 167-177.
  43. Wang, Yan-Jun & Zhu, Yun-Feng & Zhu, Chen-Ping & Wu, Fan & Yang, Hui-Jie & Yan, Yong-Jie & Hu, Chin-Kun, 2019. "Indicator of serious flight delays with the approach of time-delay stability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 518(C), pages 363-373.
  44. Oussama Tilfani & My Youssef El Boukfaoui, 2020. "Multifractal Analysis of African Stock Markets During the 2007–2008 US Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(04), pages 1-31, January.
  45. Ge, Xinlei & Lin, Aijing, 2023. "Quantifying the direct and indirect interactions for EEG signals by using detrended permutation mutual information," Chaos, Solitons & Fractals, Elsevier, vol. 176(C).
  46. Xi, Caiping & Zhang, Shunning & Xiong, Gang & Zhao, Huichang, 2016. "A comparative study of two-dimensional multifractal detrended fluctuation analysis and two-dimensional multifractal detrended moving average algorithm to estimate the multifractal spectrum," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 454(C), pages 34-50.
  47. Xin, C. & Yang, G. & Huang, J.P., 2017. "Ising game: Nonequilibrium steady states of resource-allocation systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 666-673.
  48. Zhang, Wei & Wang, Pengfei & Li, Xiao & Shen, Dehua, 2018. "The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 658-670.
  49. Lu, Xinsheng & Sun, Xinxin & Ge, Jintian, 2017. "Dynamic relationship between Japanese Yen exchange rates and market anxiety: A new perspective based on MF-DCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 474(C), pages 144-161.
  50. Li, Tingyi & Xue, Leyang & Chen, Yu & Chen, Feier & Miao, Yuqi & Shao, Xinzeng & Zhang, Chenyi, 2018. "Insights from multifractality analysis of tanker freight market volatility with common external factor of crude oil price," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 374-384.
  51. Ge, Xinlei & Lin, Aijing, 2021. "Multiscale multifractal detrended partial cross-correlation analysis of Chinese and American stock markets," Chaos, Solitons & Fractals, Elsevier, vol. 145(C).
  52. Sukpitak, Jessada & Hengpunya, Varagorn, 2016. "The influence of trading volume on market efficiency: The DCCA approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 458(C), pages 259-265.
  53. Paulo Ferreira, 2020. "Dynamic long-range dependences in the Swiss stock market," Empirical Economics, Springer, vol. 58(4), pages 1541-1573, April.
  54. Chatterjee, Sucharita, 2020. "Analysis of the human gait rhythm in Neurodegenerative disease: A multifractal approach using Multifractal detrended cross correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
  55. Wang, Fang & Wang, Lin & Chen, Yuming, 2018. "Quantifying the range of cross-correlated fluctuations using a q–L dependent AHXA coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 494(C), pages 454-464.
  56. Manimaran, P. & Narayana, A.C., 2018. "Multifractal detrended cross-correlation analysis on air pollutants of University of Hyderabad Campus, India," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 228-235.
  57. Shen, Chenhua, 2017. "A comparison of principal components using TPCA and nonstationary principal component analysis on daily air-pollutant concentration series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 467(C), pages 453-464.
  58. Yao, Can-Zhong & Lin, Ji-Nan & Zheng, Xu-Zhou, 2017. "Coupling detrended fluctuation analysis for multiple warehouse-out behavioral sequences," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 465(C), pages 75-90.
  59. Thiago B. Murari & Aloisio S. Nascimento Filho & Eder J.A.L. Pereira & Paulo Ferreira & Sergio Pitombo & Hernane B.B. Pereira & Alex A.B. Santos & Marcelo A. Moret, 2019. "Comparative Analysis between Hydrous Ethanol and Gasoline C Pricing in Brazilian Retail Market," Sustainability, MDPI, vol. 11(17), pages 1-12, August.
  60. Fan, Xiaoqian & Yuan, Ying & Zhuang, Xintian & Jin, Xiu, 2017. "Long memory of abnormal investor attention and the cross-correlations between abnormal investor attention and trading volume, volatility respectively," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 323-333.
  61. Lin, Min & Wang, Gang-Jin & Xie, Chi & Stanley, H. Eugene, 2018. "Cross-correlations and influence in world gold markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 504-512.
  62. Zhang, Wei & Li, Yi & Zhang, Zuochao & Shen, Dehua, 2018. "The dynamic cross-correlations between foreign news, local news and stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 861-872.
  63. Cao, Guangxi & Zhang, Minjia & Li, Qingchen, 2017. "Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 67-76.
  64. Esmalifalak, Hamidreza, 2022. "Euclidean (dis)similarity in financial network analysis," Global Finance Journal, Elsevier, vol. 53(C).
  65. Sun, Xinxin & Lu, Xinsheng & Yue, Gongzheng & Li, Jianfeng, 2017. "Cross-correlations between the US monetary policy, US dollar index and crude oil market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 467(C), pages 326-344.
  66. Sindhuja Ranganathan & Mikko Kivelä & Juho Kanniainen, 2018. "Dynamics of investor spanning trees around dot-com bubble," PLOS ONE, Public Library of Science, vol. 13(6), pages 1-14, June.
  67. Zhang, Ningning & Lin, Aijing & Yang, Pengbo, 2020. "Detrended moving average partial cross-correlation analysis on financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 542(C).
  68. 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.
  69. Ruan, Qingsong & Jiang, Wei & Ma, Guofeng, 2016. "Cross-correlations between price and volume in Chinese gold markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 10-22.
  70. Chen, Yingyuan & Cai, Lihui & Wang, Ruofan & Song, Zhenxi & Deng, Bin & Wang, Jiang & Yu, Haitao, 2018. "DCCA cross-correlation coefficients reveals the change of both synchronization and oscillation in EEG of Alzheimer disease patients," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 171-184.
  71. Gang-Jin Wang & Chi Xie & H. Eugene Stanley, 2018. "Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 607-635, March.
  72. Shin, Ki-Hong & Baek, Woonhak & Kim, Kyungsik & You, Cheol-Hwan & Chang, Ki-Ho & Lee, Dong-In & Yum, Seong Soo, 2019. "Neural network and regression methods for optimizations between two meteorological factors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 778-796.
  73. Shuai Zhao & Yunhai Tong & Zitian Wang & Shaohua Tan, 2016. "Identifying Key Drivers of Return Reversal with Dynamical Bayesian Factor Graph," PLOS ONE, Public Library of Science, vol. 11(11), pages 1-20, November.
  74. Zhong, Li-Xin & Xu, Wen-Juan & Chen, Rong-Da & Zhong, Chen-Yang & Qiu, Tian & Shi, Yong-Dong & Wang, Li-Liang, 2016. "A generalized voter model with time-decaying memory on a multilayer network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 458(C), pages 95-105.
  75. Wang, Jian & Huang, Menghao & Wu, Xinpei & Kim, Junseok, 2023. "A local fitting based multifractal detrend fluctuation analysis method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 611(C).
  76. Ferreira, Paulo, 2016. "Does the Euro crisis change the cross-correlation pattern between bank shares and national indexes?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 320-329.
  77. Contreras-Reyes, Javier E. & Idrovo-Aguirre, Byron J., 2020. "Backcasting and forecasting time series using detrended cross-correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
  78. Ruan, Qingsong & Zhou, Mi & Yin, Linsen & Lv, Dayong, 2021. "Hedging effectiveness of Chinese Treasury bond futures: New evidence based on nonlinear analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
  79. Xi, Caiping & Zhang, Shuning & Xiong, Gang & Zhao, Huichang & Yang, Yonghong, 2017. "Two-dimensional multifractal cross-correlation analysis," Chaos, Solitons & Fractals, Elsevier, vol. 96(C), pages 59-69.
  80. Lin, Yong & Wang, Renyu & Gong, Xingyue & Jia, Guozhu, 2022. "Cross-correlation and forecast impact of public attention on USD/CNY exchange rate: Evidence from Baidu Index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
  81. Lu, Xinsheng & Li, Jianfeng & Zhou, Ying & Qian, Yubo, 2017. "Cross-correlations between RMB exchange rate and international commodity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 168-182.
  82. R. P. Datta, 2023. "Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach," Papers 2306.16162, arXiv.org.
  83. Niu, Hongli & Wang, Weiqing & Zhang, Junhuan, 2019. "Recurrence duration statistics and time-dependent intrinsic correlation analysis of trading volumes: A study of Chinese stock indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 838-854.
  84. Wang, Yiduan & Zheng, Shenzhou & Zhang, Wei & Wang, Guochao & Wang, Jun, 2018. "Fuzzy entropy complexity and multifractal behavior of statistical physics financial dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 486-498.
  85. Cao, Guangxi & Han, Yan & Li, Qingchen & Xu, Wei, 2017. "Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 119-130.
  86. Pal, Mayukha & Kiran, V. Satya & Rao, P. Madhusudana & Manimaran, P., 2016. "Multifractal detrended cross-correlation analysis of genome sequences using chaos-game representation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 288-293.
  87. Nascimento Filho, A.S. & Pereira, E.J.A.L. & Ferreira, Paulo & Murari, T.B. & Moret, M.A., 2018. "Cross-correlation analysis on Brazilian gasoline retail market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 550-557.
  88. Chatterjee, Sucharita & Ghosh, Dipak, 2021. "Impact of Global Warming on SENSEX fluctuations — A study based on Multifractal detrended cross correlation analysis between the temperature anomalies and the SENSEX fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 571(C).
  89. Ruan, Qingsong & Bao, Junjie & Zhang, Manqian & Fan, Limin, 2019. "The effects of exchange rate regime reform on RMB markets: A new perspective based on MF-DCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 522(C), pages 122-134.
  90. Li, Wei & Lu, Xinsheng & Ren, Yongping & Zhou, Ying, 2018. "Dynamic relationship between RMB exchange rate index and stock market liquidity: A new perspective based on MF-DCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 726-739.
  91. Ruan, Qingsong & Wang, Yao & Lu, Xinsheng & Qin, Jing, 2016. "Cross-correlations between Baltic Dry Index and crude oil prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 453(C), pages 278-289.
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