How stock markets relate to each other is very important because this could have positive
effects (such as enhancing economic growth) but also negative effects (possible contagion …

This study assesses the effects of the US financial and the Eurozone debt crises on a large
set of frontier stock markets. Detrended Cross Correlation Analysis (DCCA) and Detrended …

In this paper we analyze the blue-chips (up to 50% of the total index) companies in the
Eurozone. Our motivation being analysis of the effect of the 2008 financial crisis. For this …

In this paper we propose a new statistical test for Δ ρ DCCA, Detrended Cross-Correlation
Coefficient Difference, a tool to measure contagion/interdependence effect in time series of …

In this paper, we proposed a statistical test for the Multiple Detrended Correlation Coefficient
DMC x 2. The DMC x 2 is a measure of total association between the dependent variable, Y …

When considering an investment, agents are interested in obtaining returns but always
considering the risk of that investment. Obviously, they intend to manage their risk, preferring …

This paper analyzes the fluctuations in time series of intentional lethal violent crime rates in
Salvador, Bahia, Brazil from 2012 to 2018. The modeling proposed was performed with two …

Neste artigo, analisamos os indicadores de produção física da indústria de alimentos do
Brasil na forma de séries temporais a fim de identificar o comportamento exibido ao longo …