440 citations · 1.7k across the 27 of their papers we have counts for
3 papers · 1 filter
Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application
Wen-Jie Xie, Zhi-Qiang Jiang, Gao-Feng Gu +2
Many complex systems generate multifractal time series which are long-range cross-correlated. Numerous methods have been proposed to characterize the multifractal nature of these l…
Effects of polynomial trends on detrending moving average analysis
Ying-Hui Shao, Gao-Feng Gu, Zhi-Qiang Jiang +1
The detrending moving average (DMA) algorithm is one of the best performing methods to quantify the long-term correlations in nonstationary time series. Many long-term correlated t…
Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets
Yu-Lei Wan, Wen-Jie Xie, Gao-Feng Gu +5
Price limit trading rules are adopted in some stock markets (especially emerging markets) trying to cool off traders' short-term trading mania on individual stocks and increase mar…