Kelty-Stephen, Damian G.; Mangalam, Madhur Multifractal descriptors ergodically characterize non-ergodic multiplicative cascade processes. (English) Zbl 07679940 Physica A 617, Article ID 128651, 23 p. (2023). MSC: 82-XX PDFBibTeX XMLCite \textit{D. G. Kelty-Stephen} and \textit{M. Mangalam}, Physica A 617, Article ID 128651, 23 p. (2023; Zbl 07679940) Full Text: DOI
Heckens, Anton J.; Guhr, Thomas New collectivity measures for financial covariances and correlations. (English) Zbl 07582070 Physica A 604, Article ID 127704, 25 p. (2022). MSC: 82-XX PDFBibTeX XMLCite \textit{A. J. Heckens} and \textit{T. Guhr}, Physica A 604, Article ID 127704, 25 p. (2022; Zbl 07582070) Full Text: DOI arXiv
Erdem, Orhan; Ceyhan, Elvan; Varli, Yusuf A new correlation coefficient for bivariate time-series data. (English) Zbl 1395.62266 Physica A 414, 274-284 (2014). MSC: 62M10 62H20 62P05 PDFBibTeX XMLCite \textit{O. Erdem} et al., Physica A 414, 274--284 (2014; Zbl 1395.62266) Full Text: DOI
Lopes, Sílvia R. C.; Prass, Taiane S. Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes. (English) Zbl 1395.60046 Physica A 401, 278-307 (2014). MSC: 60G22 62M10 PDFBibTeX XMLCite \textit{S. R. C. Lopes} and \textit{T. S. Prass}, Physica A 401, 278--307 (2014; Zbl 1395.60046) Full Text: DOI