6 citations to 10.1016/j.physa.2015.10.025 (Crossref Cited-By Service)

1. Xili Zhang, Weilin Xiao, “Arbitrage with fractional Gaussian processes”, Physica A: Statistical Mechanics and its Applications, 471, 2017, 620  
2. Sergei P. Sidorov, Alexey R. Faizliev, Michael Levshunov, Alfia Chekmareva, Alexander Gudkov, Eugene Korobov, 11186, Social Informatics, 2018, 271  
3. Sergei Sidorov, Alexey Faizliev, Vladimir Balash, “Measuring long-range correlations in news flow intensity time series”, Int. J. Mod. Phys. C, 28, no. 08, 2017, 1750103  
4. Chunhao Cai, Xuwen Cheng, Weilin Xiao, Xiang Wu, “Parameter identification for mixed fractional Brownian motions with the drift parameter”, Physica A: Statistical Mechanics and its Applications, 536, 2019, 120942  
5. S. P. Sidorov, A. R. Faizliev, V. A. Balash, A. A. Gudkov, A. Z. Chekmareva, M. Levshunov, S. V. Mironov, 10836, Algorithms and Models for the Web Graph, 2018, 83  
6. Xinsheng Lu, Xinxin Sun, Jintian Ge, “Dynamic relationship between Japanese Yen exchange rates and market anxiety: A new perspective based on MF-DCCA”, Physica A: Statistical Mechanics and its Applications, 474, 2017, 144