80 citations · 272 across the 9 of their papers we have counts for
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q-fin.ST2010★ 52 cited
Adaptive financial networks with static and dynamic thresholds
Tian Qiu, Bo Zheng, Guang Chen
Based on the daily data of American and Chinese stock markets, the dynamic behavior of a financial network with static and dynamic thresholds is investigated. Compared with the sta…
q-fin.ST2010
Large-volatility dynamics in financial markets
X. F. Jiang, B. Zheng, J. Shen
We investigate the large-volatility dynamics in financial markets, based on the minute-to-minute and daily data of the Chinese Indices and German DAX. The dynamic relaxation both b…