成果/Result
- Joint multifractal analysis based on the partition function approach: analytical analysis, numerical simulation and empirical application被引量:74收藏
- 作者:Xie, Wen-Jie Jiang, Zhi-Qiang Gu, Gao-Feng Xiong, Xiong Zhou, Wei-Xing
- 机构:E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Tianjin Univ;Tianjin Univ
- 来源:NEW JOURNAL OF PHYSICS 2015
- 关键词:multifractal analysis cross correlation econophysics partition function
- Post-hit dynamics of price limit hits in the Chinese stock markets被引量:9收藏
- 作者:Wu, Ting Wang, Yue Li, Ming-Xia
- 机构:East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源:PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2017
- 关键词:Expected profit Limit hit Stock return Correlation
- Price performance following stock's IPO in different price limit systems被引量:7收藏
- 作者:Wu, Ting Wang, Yue Li, Ming-Xia
- 机构:East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源:PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2018
- 关键词:Expected profit Limit hit Stock return Initial public offering Correlation
