Codifference as a practical tool to measure interdependence

Wylomanska, Agnieszka; Chechkin, Aleksei; Gajda, Janusz; Sokolov, Igor M.

doi:10.1016/j.physa.2014.11.049

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Codifference as a practical tool to measure interdependence

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Chechkin, Aleksei
Max Planck Institute for the Physics of Complex Systems, Max Planck Society;

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https://www.sciencedirect.com/science/article/pii/S0378437114010073?via%3Dihub
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Citation

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.

Cite as: https://hdl.handle.net/11858/00-001M-0000-0026-A450-9

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