61 citations · 159 across the 15 of their papers we have counts for
Showing 2019Show all
3 papers · 1 filter
q-fin.GN2019★ 27 cited
Time-dependent lead-lag relationships between the VIX and VIX futures markets
Yan-Hong Yang, Ying-Hui Shao
We utilize the symmetric thermal optimal path (TOPS) method to examine the dynamic interaction patterns between the VIX and VIX futures markets. We document that the VIX dominates…
physics.soc-ph2019★ 10 cited
Statistical properties of user activity fluctuations in virtual worlds
Yan-Hong Yang, Wen-Jie Xie, Ming-Xia Li +2
User activity fluctuations reflect the performance of online society. We investigate the statistical properties of 1-min user activity time series of simultaneously online users in…
physics.soc-ph2019★ 8 cited
Non-Poisson donation behaviors in virtual worlds
Yan-Hong Yang, Ming-Xia Li, Wei-Xing Zhou +1
Similar to charitable giving in real world, donation behaviors play an important role in the complex interactions among individuals in virtual worlds. However, it is not clear if t…