38 citations · 108 across the 3 of their papers we have counts for
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q-fin.ST2008★ 38 cited
Statistical properties of volatility return intervals of Chinese stocks
Fei Ren, Liang Guo, Wei-Xing Zhou
The statistical properties of the return intervals between successive 1-min volatilities of 30 liquid Chinese stocks exceeding a certain threshold are carefully studied.…
q-fin.ST2008★ 38 cited
Scaling and Memory Effect in Volatility Return Interval of the Chinese Stock Market
Tian Qiu, Liang Guo, Guang Chen
We investigate the probability distribution of the volatility return intervals for the Chinese stock market. We rescale both the probability distribution and the vol…