| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481596 | Physica A: Statistical Mechanics and its Applications | 2011 | 9 Pages |
Abstract
⺠Instantaneous cross-correlations show long, short or anti-correlations. ⺠Average instantaneous cross-correlations show long memory at the daily timescale. ⺠Average instantaneous cross-correlations show multifractal features.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Tian Qiu, Guang Chen, Li-Xin Zhong, Xiao-Wei Lei,