http://popups.lib.uliege.be/1373-5411/index.php?id=1193 A method to sort out temporal correlations in financial data within the Detrended Fluctuation Analysis (DFA) statistical method is used. Both linear and cubic detrendings are considered. Our findings are surprisingly similar to those for DNA sequences which appeared as a mosaic of coding and non-coding patches. Full text issues Volume 1 Systems of Computation fr Fri, 05 Jul 2024 15:46:35 +0200 Fri, 05 Jul 2024 15:46:45 +0200 http://popups.lib.uliege.be/1373-5411/index.php?id=1193 0