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  Codifference as a practical tool to measure interdependence

Wylomanska, A., Chechkin, A., Gajda, J., & Sokolov, I. M. (2015). Codifference as a practical tool to measure interdependence. Physica A: Statistical Mechanics and its Applications, 421, 412-429. doi:10.1016/j.physa.2014.11.049.

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Item Permalink: https://hdl.handle.net/11858/00-001M-0000-0026-A450-9 Version Permalink: https://hdl.handle.net/11858/00-001M-0000-002A-1C76-1
Genre: Journal Article

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http://arxiv.org/pdf/1407.4239.pdf (Preprint)
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 Creators:
Wylomanska, Agnieszka1, Author
Chechkin, Aleksei2, Author           
Gajda, Janusz1, Author
Sokolov, Igor M.1, Author
Affiliations:
1external, ou_persistent22              
2Max Planck Institute for the Physics of Complex Systems, Max Planck Society, ou_2117288              

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 MPIPKS: Stochastic processes
 Abstract: -

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 Dates: 2015
 Publication Status: Issued
 Pages: -
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 Table of Contents: -
 Rev. Type: -
 Identifiers: ISI: 000348688200038
DOI: 10.1016/j.physa.2014.11.049
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Title: Physica A: Statistical Mechanics and its Applications
  Other : Physica A
Source Genre: Journal
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Publ. Info: Amsterdam : North-Holland
Pages: - Volume / Issue: 421 Sequence Number: - Start / End Page: 412 - 429 Identifier: ISSN: 0378-4371
CoNE: https://pure.mpg.de/cone/journals/resource/954928505569