116 citations · 448 across the 13 of their papers we have counts for
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q-fin.GN2015★ 9 cited
How volatilities nonlocal in time affect the price dynamics in complex financial systems
Lei Tan, Bo Zheng, Jun-Jie Chen +1
What is the dominating mechanism of the price dynamics in financial systems is of great interest to scientists. The problem whether and how volatilities affect the price movement d…
q-fin.GN2013★ 34 cited
Time-reversal asymmetry in financial systems
X. F. Jiang, T. T. Chen, B. Zheng
We investigate the large-fluctuation dynamics in financial markets, based on the minute-to-minute and daily data of the Chinese Indices and German DAX. The dynamic relaxation both…