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Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market

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Journal:Physica A: Statistical Mechanics and its Applications

Indexed by:Journal paper

Document Type:J

Issue:393

Page Number:460-469

Translation or Not:no

Date of Publication:2014-03-01

Included Journals:SCI、SSCI

Pre One:Time-varying long memories of the Chinese currency and stock markets based on the Hurst exponent

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