Segui
Zhi-Qiang Jiang
Titolo
Citata da
Citata da
Anno
Statistical tests for power-law cross-correlated processes
B Podobnik, ZQ Jiang, WX Zhou, HE Stanley
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 84 (6 …, 2011
4712011
Multifractal detrending moving-average cross-correlation analysis
ZQ Jiang, WX Zhou
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 84 (1 …, 2011
4272011
Multifractal analysis of financial markets: A review
ZQ Jiang, WJ Xie, WX Zhou, D Sornette
Reports on Progress in Physics 82 (12), 125901, 2019
3582019
Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles
ZQ Jiang, WX Zhou, D Sornette, R Woodard, K Bastiaensen, P Cauwels
Journal of economic behavior & organization 74 (3), 149-162, 2010
2992010
Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series
YH Shao, GF Gu, ZQ Jiang, WX Zhou, D Sornette
Scientific reports 2 (1), 835, 2012
2282012
Interconnectedness and systemic risk of China's financial institutions
GJ Wang, ZQ Jiang, M Lin, C Xie, HE Stanley
Emerging Markets Review 35, 1-18, 2018
2172018
Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces
XY Qian, YM Liu, ZQ Jiang, B Podobnik, WX Zhou, HE Stanley
Physical Review E 91 (6), 062816, 2015
2132015
Calling patterns in human communication dynamics
ZQ Jiang, WJ Xie, MX Li, B Podobnik, WX Zhou, HE Stanley
Proceedings of the National Academy of Sciences 110 (5), 1600-1605, 2013
2102013
Multifractal analysis of Chinese stock volatilities based on the partition function approach
ZQ Jiang, WX Zhou
Physica A: Statistical Mechanics and its Applications 387 (19-20), 4881-4888, 2008
1352008
Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks
XH Ni, ZQ Jiang, WX Zhou
Physics Letters A 373 (42), 3822-3826, 2009
1262009
Multifractality in stock indexes: fact or fiction?
ZQ Jiang, WX Zhou
Physica A: Statistical Mechanics and its Applications 387 (14), 3605-3614, 2008
1242008
Systemic risk and spatiotemporal dynamics of the US housing market
H Meng, WJ Xie, ZQ Jiang, B Podobnik, WX Zhou, HE Stanley
Scientific reports 4 (1), 3655, 2014
1172014
Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?
GJ Wang, C Xie, L Zhao, ZQ Jiang
Journal of International Financial Markets, Institutions and Money 57, 205-230, 2018
1112018
Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices
MC Qian, ZQ Jiang, WX Zhou
Journal of Physics A: Mathematical and Theoretical 43 (33), 335002, 2010
1102010
Testing the weak-form efficiency of the WTI crude oil futures market
ZQ Jiang, WJ Xie, WX Zhou
Physica A: Statistical Mechanics and its Applications 405, 235-244, 2014
1072014
Who are the net senders and recipients of volatility spillovers in China’s financial markets?
GJ Wang, C Xie, ZQ Jiang, HE Stanley
Finance research letters 18, 255-262, 2016
982016
Extreme risk spillover effects in world gold markets and the global financial crisis
GJ Wang, C Xie, ZQ Jiang, HE Stanley
International Review of Economics & Finance 46, 55-77, 2016
902016
Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application
WJ Xie, ZQ Jiang, GF Gu, X Xiong, WX Zhou
New Journal of Physics 17 (10), 103020, 2015
822015
Complex stock trading network among investors
ZQ Jiang, WX Zhou
Physica A: Statistical Mechanics and its Applications 389 (21), 4929-4941, 2010
782010
Multifractal cross wavelet analysis
ZQ Jiang, XL Gao, WX Zhou, HE Stanley
Fractals 25 (06), 1750054, 2017
772017
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20