most citedScaling and Memory Effect in Volatility Return Interval of the Chinese Stock Market

38 citations · 38 across the 1 of their papers we have counts for

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1 paper

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…