440 citations · 1.7k across the 27 of their papers we have counts for
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physics.gen-ph2006★ 242 cited
Detrended fluctuation analysis for fractals and multifractals in higher dimensions
Gao-Feng Gu, Wei-Xing Zhou
One-dimensional detrended fluctuation analysis (1D DFA) and multifractal detrended fluctuation analysis (1D MF-DFA) are widely used in the scaling analysis of fractal and multifrac…
physics.soc-ph2006★ 23 cited
Statistical properties of daily ensemble variables in the Chinese stock markets
Gao-Feng Gu, Wei-Xing Zhou
We study dynamical behavior of the Chinese stock markets by investigating the statistical properties of daily ensemble returns and varieties defined respectively as the mean and th…