15 citations · 16 across the 2 of their papers we have counts for
4 papers
Predicting market instability: New dynamics between volume and volatility
Zeyu Zheng, Zhi Qiao, Joel N. Tenenbaum +2
Econophysics and econometrics agree that there is a correlation between volume and volatility in a time series. Using empirical data and their distributions, we further investigate…
Analysis of Realized Volatility in Two Trading Sessions of the Japanese Stock Market
Tetsuya Takaishi, Ting Ting Chen, Zeyu Zheng
We analyze realized volatilities constructed using high-frequency stock data on the Tokyo Stock Exchange. In order to avoid non-trading hours issue in volatility calculations we de…
Carbon-dioxide emissions trading and hierarchical structure in worldwide finance and commodities markets
Zeyu Zheng, Kazuko Yamasaki, Joel N. Tenenbaum +1
In a highly interdependent economic world, the nature of relationships between financial entities is becoming an increasingly important area of study. Recently, many studies have s…
Scaling of Seismic Memory with Earthquake Size
Zeyu Zheng, Kazuko Yamasaki, Joel Tenenbaum +2
It has been observed that the earthquake events possess short-term memory, i.e. that events occurring in a particular location are dependent on the short history of that location.…