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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 height cross-correlation analysis: A new method for analyzing long-range cross-correlations
Ladislav Krištoufek
EPL (Europhysics Letters) (2011) Vol. 95, Iss. 6, pp. 68001-68001
Open Access | Times Cited: 207

Showing 1-25 of 207 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
Detrended cross-correlation analysis consistently extended to multifractality
Paweł Oświȩcimka, Stanisław Drożdż, Marcin Forczek, et al.
Physical Review E (2014) Vol. 89, Iss. 2
Open Access | Times Cited: 198
Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces
Xi-Yuan Qian, Liu Yamin, Zhi‐Qiang Jiang, et al.
Physical Review E (2015) Vol. 91, Iss. 6
Open Access | Times Cited: 197
Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series
Ladislav Krištoufek
Physica A Statistical Mechanics and its Applications (2014) Vol. 406, pp. 169-175
Open Access | Times Cited: 173
The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average
Wei Zhang, Pengfei Wang, Xiao Li, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 510, pp. 658-670
Closed Access | Times Cited: 147
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
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
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
Bitcoin price–volume: A multifractal cross-correlation approach
Marwane El Alaoui, Elie Bouri, David Roubaud
Finance research letters (2018) Vol. 31
Closed Access | Times Cited: 100
Cross-correlations between Baltic Dry Index and crude oil prices
Qingsong Ruan, Yao Wang, Xinsheng Lu, et al.
Physica A Statistical Mechanics and its Applications (2016) Vol. 453, pp. 278-289
Closed Access | Times Cited: 95
Which one is more informative in determining price movements of hedging assets? Evidence from Bitcoin, gold and crude oil markets
Jingyu Jin, Yu Jiang, Yang Hu, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 527, pp. 121121-121121
Closed Access | Times Cited: 84
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: 96
FRACTAL MARKETS HYPOTHESIS AND THE GLOBAL FINANCIAL CRISIS: SCALING, INVESTMENT HORIZONS AND LIQUIDITY
Ladislav Krištoufek
Advances in Complex Systems (2012) Vol. 15, Iss. 06, pp. 1250065-1250065
Open Access | Times Cited: 89
Joint multifractal analysis based on the partition function approach: analytical analysis, numerical simulation and empirical application
Wen-Jie Xie, Zhi‐Qiang Jiang, Gao-Feng Gu, et al.
New Journal of Physics (2015) Vol. 17, Iss. 10, pp. 103020-103020
Open Access | Times Cited: 78
Quantifying the contagion effect of the 2008 financial crisis between the G7 countries (by GDP nominal)
Marcus Fernandes da Silva, Éder Johnson de Area Leão Pereira, Aloísio Machado da Silva Filho, et al.
Physica A Statistical Mechanics and its Applications (2016) Vol. 453, pp. 1-8
Closed Access | Times Cited: 73
A New Methodology of Spatial Cross-Correlation Analysis
Yanguang Chen
PLoS ONE (2015) Vol. 10, Iss. 5, pp. e0126158-e0126158
Open Access | Times Cited: 71
MULTIFRACTAL CROSS WAVELET ANALYSIS
Zhi‐Qiang Jiang, Xing-Lu Gao, Wei‐Xing Zhou, et al.
Fractals (2017) Vol. 25, Iss. 06, pp. 1750054-1750054
Open Access | Times Cited: 71
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
Quantifying the cross-correlations between online searches and Bitcoin market
Zhang We, Pengfei Wang, Xiao Li, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 509, pp. 657-672
Closed Access | Times Cited: 65
Multifractal analysis of the WTI crude oil market, US stock market and EPU
Can-Zhong Yao, Cheng Liu, Weijia Ju
Physica A Statistical Mechanics and its Applications (2020) Vol. 550, pp. 124096-124096
Closed Access | Times Cited: 60
Do the global grain spot markets exhibit multifractal nature?
Xing-Lu Gao, Ying-Hui Shao, Yan-Hong Yang, et al.
Chaos Solitons & Fractals (2022) Vol. 164, pp. 112663-112663
Closed Access | Times Cited: 33
Autocorrelation and cross-correlation in time series of homicide and attempted homicide
Aloísio Machado da Silva Filho, M.F. da Silva, Gilney Figueira Zebende
Physica A Statistical Mechanics and its Applications (2014) Vol. 400, pp. 12-19
Open Access | Times Cited: 66
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