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Rui-Qi Han

5 papers hereh-index 579 citations7 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author4

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • physics.soc-ph4
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

activity
20162019
most citedMarket correlation structure changes around the Great Crash

39 citations · 87 across the 5 of their papers we have counts for

collaborators
Showing 2016Show all

1 paper · 1 filter

q-fin.ST2016★ 39 cited

Market correlation structure changes around the Great Crash

Rui-Qi Han, Wen-Jie Xie, Xiong Xiong +2

We perform a comparative analysis of the Chinese stock market around the occurrence of the 2008 crisis based on the random matrix analysis of high-frequency stock returns of 1228 s…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.