27 citations · 35 across the 2 of their papers we have counts for
2 papers
q-fin.ST2010★ 8 cited
Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change
Fu-Tie Song, Wei-Xing Zhou
The private car license plates issued in Shanghai are bestowed the title of "the most expensive sheet iron all over the world", more expensive than gold. A citizen has to bid in an…
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…