Multifractal temporally weighted detrended cross-correlation analysis to quantify power-law cross-correlation and its application to stock markets

A new method-multifractal temporally weighted detrended cross-correlation analysis (MF-TWXDFA)-is proposed to investigate multifractal cross-correlations in this paper. This new method is based on multifractal temporally weighted detrended fluctuation analysis and multifractal cross-correlation anal...

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Bibliographic Details
Published inChaos (Woodbury, N.Y.) Vol. 27; no. 6; p. 063111
Main Authors Wei, Yun-Lan, Yu, Zu-Guo, Zou, Hai-Long, Anh, Vo
Format Journal Article
LanguageEnglish
Published United States 01.06.2017
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