116 citations · 145 across the 3 of their papers we have counts for
3 papers
q-fin.ST2012★ 116 cited
Cross-correlation in financial dynamics
J. Shen, B. Zheng
To investigate the universal structure of interactions in financial dynamics, we analyze the cross-correlation matrix C of price returns of the Chinese stock market, in comparison…
q-fin.ST2012★ 29 cited
On return-volatility correlation in financial dynamics
J. Shen, B. Zheng
With the daily and minutely data of the German DAX and Chinese indices, we investigate how the return-volatility correlation originates in financial dynamics. Based on a retarded v…
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…