80 citations · 114 across the 3 of their papers we have counts for
3 papers
q-fin.GN2014★ 80 cited
Structure of local interactions in complex financial dynamics
X. F. Jiang, T. T. Chen, B. Zheng
With the network methods and random matrix theory, we investigate the interaction structure of communities in financial markets. In particular, based on the random matrix decomposi…
q-fin.GN2013★ 34 cited
Time-reversal asymmetry in financial systems
X. F. Jiang, T. T. Chen, B. Zheng
We investigate the large-fluctuation dynamics in financial markets, based on the minute-to-minute and daily data of the Chinese Indices and German DAX. The dynamic relaxation both…
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…