Dissecting Multifractal detrended cross-correlation analysis

By Borko Stosic, Tatijana Stosic

Published 2023-04-14

Everscope rating

1687.7

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Multifractal detrended cross-correlation analysis. Problem types: Time Series Analysis, Cross-correlation Analysis.

arXiv:2406.19406 · Code · Paper rankings

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