60 citations · 77 across the 3 of their papers we have counts for
4 papers
Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties
Ying-Hui Shao, Xing-Lu Gao, Yan-Hong Yang +1
This study investigates the relationships between agricultural spot markets and external uncertainties via the multifractal detrending moving-average cross-correlation analysis (MF…
Testing for intrinsic multifractality in the global grain spot market indices: A multifractal detrended fluctuation analysis
Li Wang, Xing-Lu Gao, Wei-Xing Zhou
Grains account for more than 50% of the calories consumed by people worldwide, and military conflicts, pandemics, climate change, and soaring grain prices all have vital impacts on…
Multifractal characteristics and return predictability in the Chinese stock markets
Xin-Lan Fu, Xing-Lu Gao, Zheng Shan +2
By adopting Multifractal detrended fluctuation (MF-DFA) analysis methods, the multifractal nature is revealed in the high-frequency data of two typical indexes, the Shanghai Stock…
Multifractal cross wavelet analysis
Zhi-Qiang Jiang, Xing-Lu Gao, Wei-Xing Zhou +1
Complex systems are composed of mutually interacting components and the output values of these components are usually long-range cross-correlated. We propose a method to characteri…