1.5k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University of RijekaHR25 papers
- Boston UniversityUS23 papers
- University of ZagrebHR8 papers
- East China University of Science and TechnologyCN7 papers
- Luxembourg School of BusinessLU6 papers
- University of LjubljanaSI6 papers
- Bulgarian Academy of SciencesBG3 papers
- Georgi Nadjakov Institute of Solid State PhysicsBG3 papers
- National University of SingaporeSG3 papers
- University of MariborSI3 papers
- Beijing Normal UniversityCN2 papers
- Faculty of Electrical Engineering and Computing in ZagrebHR2 papers
Showing 2007 · q-fin.STShow all
2 papers · 2 filters
q-fin.ST2007★ 142 cited
Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes
Boris Podobnik, Davor Horvatic, Alfonso Lam Ng +2
We investigate how simultaneously recorded long-range power-law correlated multi-variate signals cross-correlate. To this end we introduce a two-component ARFIMA stochastic process…
q-fin.ST2007★ 1.5k cited
Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Non-stationary Time Series
Boris Podobnik, H. Eugene Stanley
Here we propose a method, based on detrended covariance which we call detrended cross-correlation analysis (DXA), to investigate power-law cross-correlations between different simu…