Chechkin, Aleksei Max Planck Institute for the Physics of Complex Systems, Max Planck Society;
http://arxiv.org/pdf/1407.4239.pdf (Preprint)
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.