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Multifractal Detrended Cross-Correlation Analysis of sunspot numbers and river flow fluctuations

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  1. Kar, Alpa & Chatterjee, Sucharita & Ghosh, Dipak, 2019. "Multifractal detrended cross correlation analysis of Land-surface temperature anomalies and Soil radon concentration," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 236-247.
  2. 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).
  3. Dutta, Srimonti & Ghosh, Dipak & Chatterjee, Sucharita, 2016. "Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 188-201.
  4. Stosic, Dusan & Stosic, Darko & de Mattos Neto, Paulo S.G. & Stosic, Tatijana, 2019. "Multifractal characterization of Brazilian market sectors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 956-964.
  5. Fernandes, Leonardo H.S. & Silva, José W.L. & de Araujo, Fernando H.A., 2022. "Multifractal risk measures by Macroeconophysics perspective: The case of Brazilian inflation dynamics," Chaos, Solitons & Fractals, Elsevier, vol. 158(C).
  6. Wang, Dong-Hua & Suo, Yuan-Yuan & Yu, Xiao-Wen & Lei, Man, 2013. "Price–volume cross-correlation analysis of CSI300 index futures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(5), pages 1172-1179.
  7. Shen, Chen-hua & Huang, Yi & Yan, Ya-ni, 2016. "An analysis of multifractal characteristics of API time series in Nanjing, China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 171-179.
  8. Zhuang, Xiaoyang & Wei, Yu & Ma, Feng, 2015. "Multifractality, efficiency analysis of Chinese stock market and its cross-correlation with WTI crude oil price," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 430(C), pages 101-113.
  9. Ardalankia, Jamshid & Osoolian, Mohammad & Haven, Emmanuel & Jafari, G. Reza, 2020. "Scaling features of price–volume cross correlation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 549(C).
  10. Fernandes, Leonardo H.S. & Silva, José W.L. & de Araujo, Fernando H.A. & Ferreira, Paulo & Aslam, Faheem & Tabak, Benjamin Miranda, 2022. "Interplay multifractal dynamics among metal commodities and US-EPU," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 606(C).
  11. Lin, Aijing & Ma, Hui & Shang, Pengjian, 2015. "The scaling properties of stock markets based on modified multiscale multifractal detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 525-537.
  12. Wei, Yu & Chen, Wang & Lin, Yu, 2013. "Measuring daily Value-at-Risk of SSEC index: A new approach based on multifractal analysis and extreme value theory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(9), pages 2163-2174.
  13. Wu, Liang & Chen, Lei & Ding, Yiming & Zhao, Tongzhou, 2018. "Testing for the source of multifractality in water level records," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 824-839.
  14. Ma, Feng & Wei, Yu & Huang, Dengshi, 2013. "Multifractal detrended cross-correlation analysis between the Chinese stock market and surrounding stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(7), pages 1659-1670.
  15. Mihailović, Dragutin T. & Nikolić-Đorić, Emilija & Arsenić, Ilija & Malinović-Milićević, Slavica & Singh, Vijay P. & Stošić, Tatijana & Stošić, Borko, 2019. "Analysis of daily streamflow complexity by Kolmogorov measures and Lyapunov exponent," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 290-303.
  16. Stošić, Dusan & Stošić, Darko & Stošić, Tatijana & Eugene Stanley, H., 2015. "Multifractal properties of price change and volume change of stock market indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 428(C), pages 46-51.
  17. Yuan, Naiming & Fu, Zuntao, 2014. "Different spatial cross-correlation patterns of temperature records over China: A DCCA study on different time scales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 71-79.
  18. Yang, Yujun & Li, Jianping & Yang, Yimei, 2017. "The cross-correlation analysis of multi property of stock markets based on MM-DFA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 481(C), pages 23-33.
  19. Zhao, Xiaojun & Shang, Pengjian & Zhao, Chuang & Wang, Jing & Tao, Rui, 2012. "Minimizing the trend effect on detrended cross-correlation analysis with empirical mode decomposition," Chaos, Solitons & Fractals, Elsevier, vol. 45(2), pages 166-173.
  20. 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).
  21. Dashtian, Hassan & Jafari, G. Reza & Sahimi, Muhammad & Masihi, Mohsen, 2011. "Scaling, multifractality, and long-range correlations in well log data of large-scale porous media," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2096-2111.
  22. Mihailović, D.T. & Nikolić-Đorić, E. & Drešković, N. & Mimić, G., 2014. "Complexity analysis of the turbulent environmental fluid flow time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 395(C), pages 96-104.
  23. Morales Martínez, Jorge Luis & Segovia-Domínguez, Ignacio & Rodríguez, Israel Quiros & Horta-Rangel, Francisco Antonio & Sosa-Gómez, Guillermo, 2021. "A modified Multifractal Detrended Fluctuation Analysis (MFDFA) approach for multifractal analysis of precipitation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
  24. Ladislav Kristoufek, 2016. "Power-law cross-correlations estimation under heavy tails," Papers 1602.05385, arXiv.org, revised Apr 2016.
  25. Kristoufek, Ladislav, 2014. "Measuring correlations between non-stationary series with DCCA coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 402(C), pages 291-298.
  26. Lin, Aijing & Shang, Pengjian, 2016. "Multifractality of stock markets based on cumulative distribution function and multiscale multifractal analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 447(C), pages 527-534.
  27. Kristoufek, Ladislav, 2015. "Finite sample properties of power-law cross-correlations estimators," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 513-525.
  28. Lin, Aijing & Shang, Pengjian & Zhong, Bo, 2014. "Hidden cross-correlation patterns in stock markets based on permutation cross-sample entropy and PCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 259-272.
  29. 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).
  30. Ladislav Kristoufek, 2014. "Spectrum-based estimators of the bivariate Hurst exponent," Papers 1408.6637, arXiv.org, revised Nov 2014.
  31. Braga, A.C. & Alves, L.G.A. & Costa, L.S. & Ribeiro, A.A. & de Jesus, M.M.A. & Tateishi, A.A. & Ribeiro, H.V., 2016. "Characterization of river flow fluctuations via horizontal visibility graphs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 1003-1011.
  32. Ausloos, Marcel & Cerqueti, Roy & Lupi, Claudio, 2017. "Long-range properties and data validity for hydrogeological time series: The case of the Paglia river," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 39-50.
  33. Rotundo, G. & Ausloos, M. & Herteliu, C. & Ileanu, B., 2015. "Hurst exponent of very long birth time series in XX century Romania. Social and religious aspects," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 109-117.
  34. 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.
  35. Ghosh, Dipak & Chakraborty, Sayantan & Samanta, Shukla, 2019. "Study of translational effect in Tagore’s Gitanjali using Chaos based Multifractal analysis technique," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1343-1354.
  36. da Silva Filho, Paulo Cavalcante & da Silva, Francisco Raimundo & Corso, Gilberto, 2016. "Autocorrelation in ultraviolet radiation measured at ground level using detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 453(C), pages 264-270.
  37. Machado Filho, A. & da Silva, M.F. & Zebende, G.F., 2014. "Autocorrelation and cross-correlation in time series of homicide and attempted homicide," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 12-19.
  38. Jamshid Ardalankia & Mohammad Osoolian & Emmanuel Haven & G. Reza Jafari, 2019. "Scaling Features of Price-Volume Cross-Correlation," Papers 1903.01744, arXiv.org, revised Aug 2020.
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