- Multifractal analysis of financial markets被引量：1043收藏
- 作者：Jiang, Zhi-Qiang Xie, Wen-Jie Zhou, Wei-Xing Sornette, Didier
- 机构： Research Center for Econophysics; Department of Finance; Department of Mathematics; Department of Management; Swiss Finance Institute
- 来源：arXiv 2018
- Multifractal detrended cross-correlation analysis for two nonstationary signals被引量：627收藏
- 作者：Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICAL REVIEW E 2008
- Statistical tests for power-law cross-correlated processes被引量：383收藏
- 作者：Podobnik, Boris Jiang, Zhi-Qiang Zhou, Wei-Xing Stanley, H. Eugene
- 机构：Univ Rijeka;Boston Univ;Boston Univ;Univ Ljubljana;E China Univ Sci & Technol
- 来源：PHYSICAL REVIEW E 2011
- Detrending moving average algorithm for multifractals被引量：375收藏
- 作者：Gu, Gao-Feng Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci
- 来源：PHYSICAL REVIEW E 2010
- Multifractal detrending moving-average cross-correlation analysis被引量：321收藏
- 作者：Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICAL REVIEW E 2011
- Multifractal analysis of financial markets: a review被引量：283收藏
- 作者：Jiang, Zhi-Qiang Xie, Wen-Jie Zhou, Wei-Xing Sornette, Didier
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;Swiss Fed Inst Technol;Univ Geneva
- 来源：REPORTS ON PROGRESS IN PHYSICS 2019
- Evolution of worldwide stock markets, correlation structure, and correlation-based graphs被引量：199收藏
- 作者：Song, Dong-Ming Tumminello, Michele Zhou, Wei-Xing Mantegna, Rosario N.
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Carnegie Mellon Univ;Univ Palermo;E China Univ Sci & Technol
- 来源：PHYSICAL REVIEW E 2011
- Interconnectedness and systemic risk of China's financial institutions被引量：182收藏
- 作者：Wang, Gang-Jin Jiang, Zhi-Qiang Lin, Min Xie, Chi Stanley, H. Eugene
- 机构：Hunan Univ;Hunan Univ;East China Univ Sci & Technol;East China Univ Sci & Technol;Sichuan Normal Univ
- 来源：EMERGING MARKETS REVIEW 2018
- Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces被引量：180收藏
- 作者：Qian, Xi-Yuan Liu, Ya-Min Jiang, Zhi-Qiang Podobnik, Boris Zhou, Wei-Xing Stanley, H. Eugene
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Boston Univ;Boston Univ
- 来源：PHYSICAL REVIEW E 2015
- The components of empirical multifractality in financial returns被引量：164收藏
- 作者：Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci
- 来源：EPL 2009
- Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series被引量：163收藏
- 作者：Shao, Ying-Hui Gu, Gao-Feng Jiang, Zhi-Qiang Zhou, Wei-Xing Sornette, Didier
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;ETH;Univ Geneva
- 来源：SCIENTIFIC REPORTS 2012
- Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles被引量：152收藏
- 作者：Jiang, Zhi-Qiang Zhou, Wei-Xing Sornette, Didier Woodard, Ryan Bastiaensen, Ken Cauwels, Peter
- 机构：Swiss Fed Inst Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Univ Geneva
- 来源：JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION 2010
- The 2006-2008 oil bubble: Evidence of speculation, and prediction被引量：143收藏
- 作者：Sornette, Didier Woodard, Ryan Zhou, Wei-Xing
- 机构：Swiss Fed Inst Technol;Univ Geneva;E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2009
- Calling patterns in human communication dynamics被引量：137收藏
- 作者：Jiang, Zhi-Qiang Xie, Wen-Jie Li, Ming-Xia Podobnik, Boris Zhou, Wei-Xing Stanley, H. Eugene
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Boston Univ;Boston Univ;Zagreb Sch Econ & Management
- 来源：PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA 2013
- Finite-size effect and the components of multifractality in financial volatility被引量：134收藏
- 作者：Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：CHAOS SOLITONS & FRACTALS 2012
- Quantifying the dynamic structural resilience of international staple food trade networks: An entropy-based approach被引量：134收藏
- 作者：Wei, Si-Yao Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; School of Mathematics
- 来源：arXiv 2025
- Statistical properties of visibility graph of energy dissipation rates in three-dimensional fully developed turbulence被引量：131收藏
- 作者：Liu, Chuang Zhou, Wei-Xing Yuan, Wei-Kang
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2010
- Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks被引量：97收藏
- 作者：Ni, Xiao-Hui Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;ETH;E China Univ Sci & Technol
- 来源：PHYSICS LETTERS A 2009
- Multifractality in stock indexes: Fact or fiction?被引量：93收藏
- 作者：Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2008
- Multifractal analysis of Chinese stock volatilities based on the partition function approach被引量：91收藏
- 作者：Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2008
- Uncertainty and financial market resilience: Evidence from China被引量：90收藏
- 作者：Wei, Si-Yao Jiang, Kun-Liang Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; School of Economics and Management; School of Mathematics
- 来源：arXiv 2025
- Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices被引量：90收藏
- 作者：Qian, Meng-Cen Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：Fudan Univ;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci
- 来源：JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL 2010
- An empirical behavioural order-driven model with price limit rules被引量：88收藏
- 作者：Gu, Gao-Feng Xiong, Xiong Xu, Hai-Chuan Zhang, Wei Zhang, Yong-Jie Chen, Wei Zhou, Wei-Xing
- 机构： Department of Finance; Research Center for Econophysics; College of Management and Economics; China Center for Social Computing and Analytics; Shenzhen Stock Exchange
- 来源：arXiv 2017
- Linear and nonlinear correlations in order aggressiveness of Chinese stocks被引量：86收藏
- 作者：Yue, Peng Xu, Hai-Chuan Chen, Wei Xiong, Xiong Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; Shenzhen Stock Exchange; College of Management and Economics; China Center for Social Computing and Analytics
- 来源：arXiv 2017
- Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes被引量：85收藏
- 作者：Qian, Xi-Yuan Gu, Gao-Feng Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2011
- Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?被引量：84收藏
- 作者：Wang, Gang-Jin Xie, Chi Zhao, Longfeng Jiang, Zhi-Qiang
- 机构：Hunan Univ;Hunan Univ;Xian Polytech Univ;Hua Zhong Cent China Normal Univ;Hua Zhong Cent China Normal Univ
- 来源：JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY 2018
- Systemic risk and spatiotemporal dynamics of the US housing market被引量：83收藏
- 作者：Meng, Hao Xie, Wen-Jie Jiang, Zhi-Qiang Podobnik, Boris Zhou, Wei-Xing Stanley, H. Eugene
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Boston Univ;Boston Univ
- 来源：SCIENTIFIC REPORTS 2014
- Emergence of long memory in stock volatility from a modified Mike-Farmer model被引量：81收藏
- 作者：Gu, Gao-Feng Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci;E China Univ Sci & Technol
- 来源：EPL 2009
- From centrality to productivity: How firms reconfigure technological search in innovation networks?被引量：76收藏
- 作者：Tu, Han-Yun Yang, Xiang Wei, Si-Yao
- 机构： School of International Business; School of Business; Research Center for Econophysics
- 来源：arXiv 2026
- Impact of the Covid-19 Pandemic on the Intermittent Behavior of the Global Spot Markets of Staple Food Crops被引量：76收藏
- 作者：Gao, Xing-Lu Shao, Ying-Hui Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; School of Statistics and Information; School of Mathematics
- 来源：SSRN 2023
