210 citations · 237 across the 2 of their papers we have counts for
2 papers
q-fin.ST2015★ 210 cited
Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces
Xi-Yuan Qian, Ya-Min Liu, Zhi-Qiang Jiang +3
When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using classic detrended cross-correlation analysis…
q-fin.ST2007★ 27 cited
Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests
Xi-Yuan Qian, Fu-Tie Song, Wei-Xing Zhou
We investigate the behavior of the Shanghai Stock Exchange Composite (SSEC) index for the period from 1990:12 to 2007:06 using an unconstrained two-regime threshold autoregressive…