. "978-80-7431-058-4" . "RIV/67985556:_____/11:00367954!RIV13-AV0-67985556" . . "Multifractal Height Cross-Correlation Analysis" . . . "We introduce a new method for detection of long-range cross- correlations and cross-multifractality \u2013 multifractal height cross-correlation analysis (MF-HXA). MF-HXA is a multivariate generalization of the height- height correlation analysis. We show that long-range cross-correlations can be caused by a mixture of the following \u2013 long-range dependence of separate processes and additional scaling of covariances between the processes. Simi- lar separation applies for cross-multifractality \u2013 standard separation between distributional properties and correlations is enriched by division of correlations between auto-correlations and cross-correlations. We further apply the method on returns and volatility of NASDAQ and S&P500 indices as well as of Crude and Heating Oil futures and uncover some interesting results."@en . . "1"^^ . . "1"^^ . . "We introduce a new method for detection of long-range cross- correlations and cross-multifractality \u2013 multifractal height cross-correlation analysis (MF-HXA). MF-HXA is a multivariate generalization of the height- height correlation analysis. We show that long-range cross-correlations can be caused by a mixture of the following \u2013 long-range dependence of separate processes and additional scaling of covariances between the processes. Simi- lar separation applies for cross-multifractality \u2013 standard separation between distributional properties and correlations is enriched by division of correlations between auto-correlations and cross-correlations. We further apply the method on returns and volatility of NASDAQ and S&P500 indices as well as of Crude and Heating Oil futures and uncover some interesting results." . . "6"^^ . . . "Kri\u0161toufek, Ladislav" . "000309074600067" . "Proffesional publishing" . "cross-correlations; multifractality; long-range dependence"@en . . . "[063978540558]" . . . "2011-09-06+02:00"^^ . . "Mathematical Methods in Economics 2011" . . "Multifractal Height Cross-Correlation Analysis"@en . "J\u00E1nska Dolina" . . "214221" . "RIV/67985556:_____/11:00367954" . "Prague" . "Multifractal Height Cross-Correlation Analysis" . . . "I, P(GA402/09/0965), P(GD402/09/H045), Z(AV0Z10750506)" . "Multifractal Height Cross-Correlation Analysis"@en . . .