幂律互相关性：问题、解决方案和未来挑战
Power-law cross-correlations: Issues, solutions and future challenges
摘要：
金融时间序列的长期相关性分析是20世纪90年代经济物理学进入主流金融学和金融经济学领域的最初步骤之一。从那时起，许多不同的金融系列已经使用金融之外的标准方法进行了分析，以提供金融市场的一些重要的程式化事实。在2000年代后期，这些方法开始推广到双变量设置，以便更详细地检查两个系列之间的关系。从二元长期相关到尺度相关和回归以及幂律相关序列之间的独特关系幂律相干性，这仅仅是一个单一的步骤。这一领域的迅速发展带来了一些问题和挑战，需要进一步讨论和关注。我们简要回顾了从长期依赖到双变量推广和相关方法的发展和历史步骤，重点关注其技术方面，并讨论了经济物理学这一特定子领域中存在问题的部分和未来方向的挑战。
英文摘要：
Analysis of long-range dependence in financial time series was one of the initial steps of econophysics into the domain of mainstream finance and financial economics in the 1990s. Since then, many different financial series have been analyzed using the methods standardly used outside of finance to deliver some important stylized facts of the financial markets. In the late 2000s, these methods have started being generalized to bivariate settings so that the relationship between two series could be examined in more detail. It was then only a single step from bivariate long-range dependence towards scale-specific correlations and regressions as well as power-law coherency as a unique relationship between power-law correlated series. Such rapid development in the field has brought some issues and challenges that need further discussion and attention. We shortly review the development and historical steps from long-range dependence to bivariate generalizations and connected methods, focus on its technical aspects and discuss problematic parts and challenges for future directions in this specific subfield of econophysics.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
