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20062009
most citedMultifractal detrended cross-correlation analysis for two nonstationary signals

772 citations · 2.4k across the 29 of their papers we have counts for

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6 papers · 1 filter

physics.soc-ph2008116 cited

Degree distribution of the visibility graphs mapped from fractional Brownian motions and multifractal random walks

Xiao-Hui Ni, Zhi-Qiang Jiang, Wei-Xing Zhou

The dynamics of a complex system is usually recorded in the form of time series, which can be studied through its visibility graph from a complex network perspective. We investigat…

physics.soc-ph200857 cited

Statistical properties of world investment networks

Dong-Ming Song, Zhi-Qiang Jiang, Wei-Xing Zhou

We have performed a detailed investigation on the world investment networks constructed from the Coordinated Portfolio Investment Survey (CPIS) data of the International Monetary F…

physics.soc-ph200732 cited

Endogenous and exogenous dynamics in the fluctuations of capital fluxes: An empirical analysis of the Chinese stock market

Zhi-Qiang Jiang, Liang Guo, Wei-Xing Zhou

A phenomenological investigation of the endogenous and exogenous dynamics in the fluctuations of capital fluxes is investigated on the Chinese stock market using mean-variance anal…

physics.soc-ph200787 cited

A case study of speculative financial bubbles in the South African stock market 2003-2006

Wei-Xing Zhou, Didier Sornette

We tested 45 indices and common stocks traded in the South African stock market for the possible existence of a bubble over the period from Jan. 2003 to May 2006. A bubble is defin…

physics.soc-ph200746 cited

Quantifying bid-ask spreads in the Chinese stock market using limit-order book data: Intraday pattern, probability distribution, long memory, and multifractal nature

Gao-Feng Gu, Wei Chen, Wei-Xing Zhou

The statistical properties of the bid-ask spread of a frequently traded Chinese stock listed on the Shenzhen Stock Exchange are investigated using the limit-order book data. Three…

physics.soc-ph200662 cited

Scale invariant multiplier and multifractality of absolute returns in stock markets

Zhi-Qiang Jiang, Wei-Xing Zhou

The statistical properties of the multipliers of the absolute returns are investigated using one-minute high-frequency data of financial time series. The multiplier distribution is…