Title of article
A DFA approach for assessing asymmetric correlations
Author/Authors
Jose Alvarez-Ramirez، نويسنده , , Eduardo Rodriguez-Tello، نويسنده , , Juan Carlos Echeverria، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
8
From page
2263
To page
2270
Abstract
Here we propose a method, based on detrended fluctuation analysis, to investigate asymmetric correlations in nonstationary time series. The aim is to show that, for a certain range of time scales, different scaling properties are found if signal trending is either positive and negative. We illustrate the method by selected examples from physics and finance.
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
2009
Journal title
Physica A Statistical Mechanics and its Applications
Record number
873127
Link To Document