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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Multifractal detrended cross-correlations between the Chinese exchange market and stock market
Guangxi Cao, Longbing Xu, Jie Cao
Physica A Statistical Mechanics and its Applications (2012) Vol. 391, Iss. 20, pp. 4855-4866
Closed Access | Times Cited: 129

Showing 1-25 of 129 citing articles:

Measuring correlations between non-stationary series with DCCA coefficient
Ladislav Krištoufek
Physica A Statistical Mechanics and its Applications (2014) Vol. 402, pp. 291-298
Open Access | Times Cited: 211
DCCA cross-correlation coefficient apply in time series of air temperature and air relative humidity
R.T. Vassoler, Gilney Figueira Zebende
Physica A Statistical Mechanics and its Applications (2011) Vol. 391, Iss. 7, pp. 2438-2443
Open Access | Times Cited: 167
Multifractal analysis of financial markets: a review
Zhi‐Qiang Jiang, Wen-Jie Xie, Wei‐Xing Zhou, et al.
Reports on Progress in Physics (2019) Vol. 82, Iss. 12, pp. 125901-125901
Open Access | Times Cited: 139
Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA
Guangxi Cao, Jie Cao, Longbing Xu
Physica A Statistical Mechanics and its Applications (2012) Vol. 392, Iss. 4, pp. 797-807
Closed Access | Times Cited: 129
Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient
Gang‐Jin Wang, Chi Xie, Shou Chen, et al.
Physica A Statistical Mechanics and its Applications (2013) Vol. 392, Iss. 17, pp. 3715-3730
Closed Access | Times Cited: 120
Multifractal detrended cross-correlation analysis between PM2.5 and meteorological factors
Chen Zhang, Zhiwei Ni, Liping Ni
Physica A Statistical Mechanics and its Applications (2015) Vol. 438, pp. 114-123
Closed Access | Times Cited: 112
Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies
Werner Kristjanpoller, Elie Bouri
Physica A Statistical Mechanics and its Applications (2019) Vol. 523, pp. 1057-1071
Closed Access | Times Cited: 109
Multifractal detrended cross-correlation analysis between the Chinese stock market and surrounding stock markets
Feng Ma, Yu Wei, Dengshi Huang
Physica A Statistical Mechanics and its Applications (2012) Vol. 392, Iss. 7, pp. 1659-1670
Closed Access | Times Cited: 105
DCCA cross-correlation coefficient differentiation: Theoretical and practical approaches
Gilney Figueira Zebende, M.F. da Silva, A. Machado Filho
Physica A Statistical Mechanics and its Applications (2013) Vol. 392, Iss. 8, pp. 1756-1761
Open Access | Times Cited: 101
Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market
Guangxi Cao, Jie Cao, Longbing Xu, et al.
Physica A Statistical Mechanics and its Applications (2013) Vol. 393, pp. 460-469
Closed Access | Times Cited: 98
Cross-correlations between crude oil and agricultural commodity markets
Li Liu
Physica A Statistical Mechanics and its Applications (2013) Vol. 395, pp. 293-302
Closed Access | Times Cited: 95
Statistical Properties of the Foreign Exchange Network at Different Time Scales: Evidence from Detrended Cross-Correlation Coefficient and Minimum Spanning Tree
Gang‐Jin Wang, Chi Xie, Yijun Chen, et al.
Entropy (2013) Vol. 15, Iss. 5, pp. 1643-1662
Open Access | Times Cited: 91
Multifractal detrended cross-correlation analysis on gold, crude oil and foreign exchange rate time series
Mayukha Pal, P. Madhusudana Rao, P. Manimaran
Physica A Statistical Mechanics and its Applications (2014) Vol. 416, pp. 452-460
Closed Access | Times Cited: 81
Can economic policy uncertainty help to forecast the volatility: A multifractal perspective
Zhicao Liu, Yong Ye, Feng Ma, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 482, pp. 181-188
Closed Access | Times Cited: 78
Multifractal detrended cross-correlation analysis of carbon and crude oil markets
Xiaoyang Zhuang, Yu Wei, Bangzheng Zhang
Physica A Statistical Mechanics and its Applications (2014) Vol. 399, pp. 113-125
Closed Access | Times Cited: 76
Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform
Guangxi Cao, Wei Xu
Physica A Statistical Mechanics and its Applications (2015) Vol. 444, pp. 505-523
Closed Access | Times Cited: 69
Spillover effects and nonlinear correlations between carbon emissions and stock markets: An empirical analysis of China's carbon-intensive industries
Lin Xu, Chenyang Wu, Quande Qin, et al.
Energy Economics (2022) Vol. 111, pp. 106071-106071
Closed Access | Times Cited: 29
Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket
Gang‐Jin Wang, Chi Xie
Physica A Statistical Mechanics and its Applications (2012) Vol. 392, Iss. 6, pp. 1418-1428
Closed Access | Times Cited: 65
Cross-correlations between price and volume in Chinese gold markets
Qingsong Ruan, Wei Jiang, Guofeng Ma
Physica A Statistical Mechanics and its Applications (2016) Vol. 451, pp. 10-22
Closed Access | Times Cited: 57
SEVERAL FUNDAMENTAL PROPERTIES OF DCCA CROSS-CORRELATION COEFFICIENT
Xiaojun Zhao, Pengjian Shang, Jingjing Huang
Fractals (2017) Vol. 25, Iss. 02, pp. 1750017-1750017
Closed Access | Times Cited: 52
Multifractality, efficiency analysis of Chinese stock market and its cross-correlation with WTI crude oil price
Xiaoyang Zhuang, Yu Wei, Feng Ma
Physica A Statistical Mechanics and its Applications (2015) Vol. 430, pp. 101-113
Closed Access | Times Cited: 51
Cross-correlations between crude oil and exchange markets for selected oil rich economies
Jianfeng Li, Xinsheng Lu, Ying Zhou
Physica A Statistical Mechanics and its Applications (2016) Vol. 453, pp. 131-143
Closed Access | Times Cited: 50
Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient
Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui
Empirical Economics (2019) Vol. 60, Iss. 3, pp. 1127-1156
Closed Access | Times Cited: 43
Cross-correlations between price and volume in China's crude oil futures market: A study based on multifractal approaches
Shuchang Zhang, Yaoqi Guo, Hui Cheng, et al.
Chaos Solitons & Fractals (2021) Vol. 144, pp. 110642-110642
Closed Access | Times Cited: 33
Polyspectral mean based time series clustering of Indian stock market
Dhrubajyoti Ghosh
Discover Data (2025) Vol. 3, Iss. 1
Open Access
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