116 citations · 613 across the 9 of their papers we have counts for
9 papers
Scaling and memory in the return intervals of energy dissipation rate in three-dimensional fully developed turbulence
Chuang Liu, Zhi-Qiang Jiang, Fei Ren +1
We study the statistical properties of return intervals between successive energy dissipation rates above a certain threshold in three-dimensional fully developed turbulenc…
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…
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…
Detrended fluctuation analysis of intertrade durations
Zhi-Qiang Jiang, Wei Chen, Wei-Xing Zhou
The intraday pattern, long memory, and multifractal nature of the intertrade durations, which are defined as the waiting times between two consecutive transactions, are investigate…
Scaling in the distribution of intertrade durations of Chinese stocks
Zhi-Qiang Jiang, Wei Chen, Wei-Xing Zhou
The distribution of intertrade durations, defined as the waiting times between two consecutive transactions, is investigated based upon the limit order book data of 23 liquid Chine…
Multifractal analysis of Chinese stock volatilities based on partition function approach
Zhi-Qiang Jiang, Wei-Xing Zhou
We have performed detailed multifractal analysis on the minutely volatility of two indexes and 1139 stocks in the Chinese stock markets based on the partition function approach. Th…