Chechkin, Aleksei Max Planck Institute for the Physics of Complex Systems, Max Planck Society;
https://www.sciencedirect.com/science/article/pii/S0378437114010073?via%3Dihub (Publisher version)
1407.4239.pdf (Preprint), 262KB
Wylomanska, A., Chechkin, A., Gajda, J., & Sokolov, I. M. (2015). Codifference as a practical tool to measure interdependence. Physica A, 421, 412-429. doi:10.1016/j.physa.2014.11.049.