AR(p)-based detrended fluctuation analysis
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DOI: 10.1016/j.physa.2018.02.203
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Cited by:
- Eom, Cheoljun & Kaizoji, Taisei & Kang, Sang Hoon & Pichl, Lukas, 2019. "Bitcoin and investor sentiment: Statistical characteristics and predictability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 511-521.
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Keywords
Detrended fluctuation analysis; Detrending method; Autoregressive model; Crude oil market; Bitcoin;All these keywords.
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